0.37Open0.39Pre Close317 Volume1.40K Open Interest49.50Strike Price11.17KTurnover33.79%IV2.65%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.2740Delta0.1816Gamma160.41Leverage Ratio-0.0738Theta-0.0015Rho-43.95Eff Leverage0.0181Vega