4.68Open5.20Pre Close24 Volume870 Open Interest195.00Strike Price11.11KTurnover30.68%IV3.51%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry4.58Extrinsic Value100Contract SizeAmericanOptions Type0.4755Delta0.0264Gamma36.38Leverage Ratio-0.1404Theta0.0560Rho17.30Eff Leverage0.1955Vega