2.63Open2.75Pre Close40 Volume1.79K Open Interest30.00Strike Price11.43KTurnover67.52%IV4.40%PremiumAug 16, 2024Expiry Date1.60Intrinsic Value100Multiplier25DDays to Expiry1.25Extrinsic Value100Contract SizeAmericanOptions Type-0.5809Delta0.0781Gamma9.79Leverage Ratio-0.0370Theta-0.0115Rho-5.69Eff Leverage0.0291Vega