4.45Open4.37Pre Close27 Volume570 Open Interest27.00Strike Price11.63KTurnover111.74%IV0.50%PremiumAug 2, 2024Expiry Date3.99Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.9566Delta0.0454Gamma5.68Leverage Ratio-0.0263Theta-0.0012Rho-5.43Eff Leverage0.0017Vega