5.00Open6.05Pre Close24 Volume21 Open Interest36.50Strike Price11.74KTurnover73.68%IV0.51%PremiumAug 2, 2024Expiry Date4.59Intrinsic Value100Multiplier3DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.9498Delta0.0340Gamma8.79Leverage Ratio-0.0423Theta0.0035Rho8.35Eff Leverage0.0043Vega