3.67Open4.20Pre Close28 Volume553 Open Interest115.00Strike Price11.45KTurnover47.06%IV0.24%PremiumAug 30, 2024Expiry Date3.52Intrinsic Value100Multiplier3DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.7509Delta0.0614Gamma27.09Leverage Ratio-0.2853Theta0.0073Rho20.34Eff Leverage0.0348Vega