11.91Open12.00Pre Close4 Volume621 Open Interest110.00Strike Price4.76KTurnover49.03%IV3.23%PremiumAug 16, 2024Expiry Date8.64Intrinsic Value100Multiplier21DDays to Expiry3.27Extrinsic Value100Contract SizeAmericanOptions Type-0.7424Delta0.0277Gamma9.89Leverage Ratio-0.0808Theta-0.0390Rho-7.34Eff Leverage0.0787Vega