4.51Open4.50Pre Close28 Volume649 Open Interest150.00Strike Price11.42KTurnover29.02%IV3.14%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry4.00Extrinsic Value100Contract SizeAmericanOptions Type0.5062Delta0.0374Gamma35.98Leverage Ratio-0.1075Theta0.0433Rho18.21Eff Leverage0.1466Vega