4.10Open4.03Pre Close29 Volume104 Open Interest165.00Strike Price11.71KTurnover48.88%IV0.27%PremiumSep 27, 2024Expiry Date3.61Intrinsic Value100Multiplier1DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type-0.8304Delta0.0689Gamma41.12Leverage Ratio-0.5690Theta-0.0026Rho-34.14Eff Leverage0.0190Vega