11.69Open11.80Pre Close1 Volume21 Open Interest15.00Strike Price1.17KTurnover352.65%IV1.21%PremiumAug 2, 2024Expiry Date11.37Intrinsic Value100Multiplier2DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.9728Delta0.0074Gamma2.30Leverage Ratio-0.0723Theta0.0012Rho2.24Eff Leverage0.0015Vega