7.70Open8.05Pre Close14 Volume34 Open Interest502.50Strike Price11.29KTurnover25.72%IV-0.01%PremiumAug 2, 2024Expiry Date9.78Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.7523Delta0.0236Gamma42.75Leverage Ratio-0.4764Theta-0.0361Rho-32.16Eff Leverage0.1677Vega