2.90Open2.53Pre Close43 Volume438 Open Interest120.00Strike Price11.55KTurnover58.48%IV3.07%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry2.85Extrinsic Value100Contract SizeAmericanOptions Type0.4694Delta0.0508Gamma43.26Leverage Ratio-0.3656Theta0.0067Rho20.31Eff Leverage0.0532Vega