4.40Open3.60Pre Close27 Volume135 Open Interest56.50Strike Price11.17KTurnover113.20%IV3.27%PremiumSep 6, 2024Expiry Date1.89Intrinsic Value100Multiplier4DDays to Expiry1.91Extrinsic Value100Contract SizeAmericanOptions Type0.6330Delta0.0540Gamma15.37Leverage Ratio-0.3487Theta0.0037Rho9.73Eff Leverage0.0232Vega