9.15Open10.28Pre Close11 Volume1.03K Open Interest165.00Strike Price11.02KTurnover28.98%IV1.70%PremiumAug 16, 2024Expiry Date7.17Intrinsic Value100Multiplier16DDays to Expiry2.93Extrinsic Value100Contract SizeAmericanOptions Type0.7772Delta0.0283Gamma19.24Leverage Ratio-0.1151Theta0.0558Rho14.95Eff Leverage0.1086Vega