4.45Open4.37Pre Close27 Volume570 Open Interest27.00Strike Price11.63KTurnover102.02%IV0.61%PremiumAug 2, 2024Expiry Date3.97Intrinsic Value100Multiplier2DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.9716Delta0.0368Gamma5.69Leverage Ratio-0.0143Theta-0.0011Rho-5.52Eff Leverage0.0012Vega