11.53Open13.04Pre Close1 Volume35 Open Interest61.00Strike Price1.15KTurnover110.48%IV-0.11%PremiumAug 30, 2024Expiry Date11.61Intrinsic Value100Multiplier3DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9481Delta0.0131Gamma6.14Leverage Ratio-0.1103Theta0.0058Rho5.82Eff Leverage0.0078Vega