9.45Open9.00Pre Close12 Volume0 Open Interest82.00Strike Price11.36KTurnover71.69%IV0.15%PremiumAug 30, 2024Expiry Date9.39Intrinsic Value100Multiplier3DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.9586Delta0.0193Gamma7.68Leverage Ratio-0.0455Theta-0.0046Rho-7.37Eff Leverage0.0062Vega