2.90Open2.53Pre Close43 Volume438 Open Interest120.00Strike Price11.55KTurnover58.50%IV3.36%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry2.85Extrinsic Value100Contract SizeAmericanOptions Type0.4557Delta0.0508Gamma44.85Leverage Ratio-0.3634Theta0.0065Rho20.44Eff Leverage0.0529Vega