4.45Open4.37Pre Close27 Volume570 Open Interest27.00Strike Price11.63KTurnover156.35%IV-0.70%PremiumAug 2, 2024Expiry Date4.27Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8957Delta0.0625Gamma5.20Leverage Ratio-0.0922Theta-0.0014Rho-4.65Eff Leverage0.0034Vega