0.94Open0.74Pre Close94 Volume567 Open Interest89.50Strike Price11.36KTurnover33.01%IV0.12%PremiumAug 16, 2024Expiry Date1.07Intrinsic Value100Multiplier1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.7520Delta0.1950Gamma68.35Leverage Ratio-0.2532Theta0.0020Rho51.40Eff Leverage0.0156Vega