11.40Open8.44Pre Close10 Volume10 Open Interest27.00Strike Price11.40KTurnover128.20%IV0.37%PremiumAug 16, 2024Expiry Date11.26Intrinsic Value100Multiplier12DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.9435Delta0.0124Gamma3.31Leverage Ratio-0.0434Theta0.0085Rho3.12Eff Leverage0.0081Vega