0.10Open0.15Pre Close259 Volume849 Open Interest21.00Strike Price11.81KTurnover57.04%IV14.29%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2450Delta0.1133Gamma49.81Leverage Ratio-0.0183Theta0.0028Rho12.21Eff Leverage0.0153Vega