38.51Open35.32Pre Close3 Volume21 Open Interest525.00Strike Price11.84KTurnover48.36%IV0.29%PremiumAug 30, 2024Expiry Date38.29Intrinsic Value100Multiplier3DDays to Expiry1.66Extrinsic Value100Contract SizeAmericanOptions Type0.9467Delta0.0043Gamma14.56Leverage Ratio-0.4424Theta0.0426Rho13.79Eff Leverage0.0568Vega