2.64Open2.73Pre Close50 Volume266 Open Interest39.00Strike Price11.50KTurnover35.51%IV0.17%PremiumAug 2, 2024Expiry Date2.09Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.9323Delta0.0891Gamma19.07Leverage Ratio-0.0288Theta0.0037Rho17.78Eff Leverage0.0054Vega