5.50Open7.50Pre Close20 Volume4 Open Interest171.00Strike Price11.40KTurnover102.15%IV0.31%PremiumAug 16, 2024Expiry Date5.28Intrinsic Value100Multiplier0DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type-0.8504Delta0.0472Gamma29.33Leverage Ratio-1.8264Theta-0.0011Rho-24.94Eff Leverage0.0112Vega