2.43Open3.10Pre Close53 Volume2.20K Open Interest150.00Strike Price11.57KTurnover56.51%IV4.96%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry2.20Extrinsic Value100Contract SizeAmericanOptions Type-0.2754Delta0.0330Gamma87.61Leverage Ratio-0.3567Theta-0.0056Rho-24.12Eff Leverage0.0598Vega