0.70Open0.55Pre Close328 Volume2.03K Open Interest114.00Strike Price11.50KTurnover66.28%IV11.50%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0591Delta0.0177Gamma660.52Leverage Ratio-0.0979Theta0.0006Rho39.06Eff Leverage0.0118Vega