0.06Open0.05Pre Close2.19K Volume2.23K Open Interest65.00Strike Price11.42KTurnover17.15%IV2.80%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0637Delta0.0998Gamma1909.43Leverage Ratio-0.0160Theta-0.0005Rho-121.72Eff Leverage0.0091Vega