11.30Open8.00Pre Close9 Volume12 Open Interest812.50Strike Price11.73KTurnover32.73%IV1.17%PremiumAug 2, 2024Expiry Date4.02Intrinsic Value100Multiplier4DDays to Expiry9.47Extrinsic Value100Contract SizeAmericanOptions Type-0.5306Delta0.0137Gamma60.33Leverage Ratio-1.3319Theta-0.0484Rho-32.01Eff Leverage0.3549Vega