0.94Open0.74Pre Close94 Volume567 Open Interest89.50Strike Price11.36KTurnover34.41%IV0.12%PremiumAug 16, 2024Expiry Date1.07Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.7515Delta0.1950Gamma68.35Leverage Ratio-0.2724Theta0.0018Rho51.37Eff Leverage0.0150Vega