11.84Open11.29Pre Close6 Volume159 Open Interest16.00Strike Price7.15KTurnover593.13%IV1.09%PremiumSep 20, 2024Expiry Date11.60Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.9148Delta0.0117Gamma2.25Leverage Ratio-0.4077Theta0.0009Rho2.06Eff Leverage0.0035Vega