1.21Open1.09Pre Close102 Volume1.10K Open Interest64.00Strike Price11.64KTurnover642.61%IV0.71%PremiumAug 30, 2024Expiry Date1.10Intrinsic Value100Multiplier-2DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type0.8986Delta0.1910Gamma53.14Leverage Ratio-45.1197Theta0.0000Rho47.75Eff Leverage0.0003Vega