5.60Open5.21Pre Close17 Volume70 Open Interest122.00Strike Price11.61KTurnover65.10%IV0.72%PremiumAug 2, 2024Expiry Date8.28Intrinsic Value100Multiplier4DDays to Expiry0.82Extrinsic Value100Contract SizeAmericanOptions Type-0.8338Delta0.0318Gamma12.78Leverage Ratio-0.2214Theta-0.0099Rho-10.65Eff Leverage0.0304Vega