1.34Open1.42Pre Close80 Volume792 Open Interest58.00Strike Price11.51KTurnover42.34%IV0.88%PremiumAug 2, 2024Expiry Date1.00Intrinsic Value100Multiplier4DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.6280Delta0.1388Gamma34.55Leverage Ratio-0.1109Theta-0.0043Rho-21.70Eff Leverage0.0244Vega