11.50Open10.70Pre Close90 Volume3 Open Interest1.00Strike Price103.68KTurnover1496.62%IV0.48%PremiumAug 16, 2024Expiry Date11.50Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.9917Delta0.0012Gamma1.08Leverage Ratio-0.0508Theta0.0001Rho1.07Eff Leverage0.0003Vega