19.40Open35.96Pre Close6 Volume13 Open Interest350.00Strike Price11.18KTurnover32.67%IV0.70%PremiumAug 2, 2024Expiry Date11.61Intrinsic Value100Multiplier2DDays to Expiry2.53Extrinsic Value100Contract SizeAmericanOptions Type0.9030Delta0.0185Gamma29.76Leverage Ratio-0.3592Theta0.0193Rho26.87Eff Leverage0.0487Vega