0.35Open0.20Pre Close242 Volume2.80K Open Interest10.00Strike Price11.15KTurnover52.00%IV0.19%PremiumAug 16, 2024Expiry Date0.38Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.8868Delta0.5890Gamma25.95Leverage Ratio-0.0191Theta0.0003Rho23.01Eff Leverage0.0012Vega