5.50Open7.50Pre Close20 Volume4 Open Interest171.00Strike Price11.40KTurnover118.28%IV0.31%PremiumAug 16, 2024Expiry Date5.28Intrinsic Value100Multiplier0DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type-0.8508Delta0.0472Gamma29.33Leverage Ratio-2.4538Theta-0.0009Rho-24.95Eff Leverage0.0097Vega