4.30Open3.10Pre Close29 Volume52 Open Interest115.00Strike Price11.17KTurnover34.46%IV1.22%PremiumAug 16, 2024Expiry Date2.33Intrinsic Value100Multiplier6DDays to Expiry1.37Extrinsic Value100Contract SizeAmericanOptions Type-0.6625Delta0.0729Gamma33.63Leverage Ratio-0.1447Theta-0.0114Rho-22.28Eff Leverage0.0535Vega