3.89Open3.89Pre Close30 Volume0 Open Interest7.00Strike Price11.67KTurnover168.39%IV0.66%PremiumAug 2, 2024Expiry Date3.82Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.9971Delta0.0050Gamma2.83Leverage Ratio-0.0024Theta0.0006Rho2.82Eff Leverage0.0001Vega