3.03Open3.65Pre Close33.19K Volume5.34K Open Interest197.50Strike Price11.63MTurnover59.36%IV1.35%PremiumAug 9, 2024Expiry Date2.94Intrinsic Value100Multiplier2DDays to Expiry2.64Extrinsic Value100Contract SizeAmericanOptions Type-0.6974Delta0.0374Gamma35.86Leverage Ratio-0.7024Theta-0.0085Rho-25.01Eff Leverage0.0549Vega