2.60Open4.70Pre Close40 Volume753 Open Interest145.00Strike Price11.27KTurnover60.45%IV10.67%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry3.20Extrinsic Value100Contract SizeAmericanOptions Type-0.2407Delta0.0132Gamma44.09Leverage Ratio-0.1627Theta-0.0229Rho-10.61Eff Leverage0.1212Vega