4.65Open4.24Pre Close24 Volume0 Open Interest46.00Strike Price11.16KTurnover59.63%IV-0.63%PremiumAug 2, 2024Expiry Date4.91Intrinsic Value100Multiplier3DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9720Delta0.0324Gamma8.34Leverage Ratio-0.0129Theta-0.0022Rho-8.11Eff Leverage0.0026Vega