11.69Open11.80Pre Close1 Volume21 Open Interest15.00Strike Price1.17KTurnover342.85%IV1.21%PremiumAug 2, 2024Expiry Date11.37Intrinsic Value100Multiplier3DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.9729Delta0.0074Gamma2.30Leverage Ratio-0.0693Theta0.0012Rho2.24Eff Leverage0.0015Vega