0.25Open0.23Pre Close368 Volume783 Open Interest48.50Strike Price11.26KTurnover24.96%IV1.92%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3402Delta0.2678Gamma156.98Leverage Ratio-0.0570Theta0.0021Rho53.41Eff Leverage0.0201Vega