2.90Open2.53Pre Close43 Volume438 Open Interest120.00Strike Price11.55KTurnover58.28%IV3.21%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry2.85Extrinsic Value100Contract SizeAmericanOptions Type0.4572Delta0.0510Gamma44.83Leverage Ratio-0.3623Theta0.0065Rho20.50Eff Leverage0.0529Vega