0.65Open0.85Pre Close220 Volume637 Open Interest23.00Strike Price11.24KTurnover36.38%IV3.35%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type0.4580Delta0.2298Gamma39.48Leverage Ratio-0.0232Theta0.0043Rho18.08Eff Leverage0.0188Vega