5.60Open5.21Pre Close17 Volume70 Open Interest122.00Strike Price11.61KTurnover65.72%IV0.72%PremiumAug 2, 2024Expiry Date8.28Intrinsic Value100Multiplier4DDays to Expiry0.82Extrinsic Value100Contract SizeAmericanOptions Type-0.8339Delta0.0318Gamma12.78Leverage Ratio-0.2258Theta-0.0097Rho-10.65Eff Leverage0.0300Vega