3.67Open4.20Pre Close28 Volume553 Open Interest115.00Strike Price11.45KTurnover48.00%IV0.47%PremiumAug 30, 2024Expiry Date3.25Intrinsic Value100Multiplier3DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.7599Delta0.0588Gamma32.18Leverage Ratio-0.2846Theta0.0074Rho24.45Eff Leverage0.0342Vega