0.54Open0.70Pre Close172 Volume160 Open Interest750.00Strike Price11.71KTurnover41.37%IV6.28%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry1.16Extrinsic Value100Contract SizeAmericanOptions Type-0.0687Delta0.0038Gamma743.31Leverage Ratio-0.5145Theta-0.0058Rho-51.05Eff Leverage0.1115Vega