0.04Open0.03Pre Close1.48K Volume2.75K Open Interest9.00Strike Price11.55KTurnover139.63%IV18.82%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0878Delta0.1758Gamma217.14Leverage Ratio-0.0236Theta0.0000Rho19.06Eff Leverage0.0010Vega