3.28Open3.60Pre Close34 Volume5 Open Interest2.00Strike Price11.75KTurnover388.21%IV14.17%PremiumAug 16, 2024Expiry Date2.80Intrinsic Value100Multiplier4DDays to Expiry0.68Extrinsic Value100Contract SizeAmericanOptions Type0.9890Delta0.0144Gamma1.71Leverage Ratio-0.0057Theta0.0002Rho1.69Eff Leverage0.0002Vega