7.70Open8.05Pre Close14 Volume34 Open Interest502.50Strike Price11.29KTurnover25.90%IV-0.01%PremiumAug 2, 2024Expiry Date9.78Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.7524Delta0.0236Gamma42.75Leverage Ratio-0.4840Theta-0.0357Rho-32.17Eff Leverage0.1663Vega