0.70Open0.55Pre Close328 Volume2.03K Open Interest114.00Strike Price11.50KTurnover66.87%IV11.68%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0587Delta0.0175Gamma659.42Leverage Ratio-0.0980Theta0.0006Rho38.73Eff Leverage0.0118Vega