4.45Open4.37Pre Close27 Volume570 Open Interest27.00Strike Price11.63KTurnover150.76%IV-0.71%PremiumAug 2, 2024Expiry Date4.27Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9027Delta0.0616Gamma5.20Leverage Ratio-0.0833Theta-0.0014Rho-4.69Eff Leverage0.0032Vega