3.50Open2.20Pre Close39 Volume48 Open Interest130.00Strike Price11.52KTurnover20.01%IV0.59%PremiumJul 26, 2024Expiry Date1.96Intrinsic Value100Multiplier4DDays to Expiry0.76Extrinsic Value100Contract SizeAmericanOptions Type-0.7381Delta0.1145Gamma54.49Leverage Ratio-0.0915Theta-0.0100Rho-40.21Eff Leverage0.0473Vega