3.03Open3.65Pre Close33.19K Volume5.34K Open Interest197.50Strike Price11.63MTurnover59.36%IV1.30%PremiumAug 9, 2024Expiry Date3.05Intrinsic Value100Multiplier2DDays to Expiry2.52Extrinsic Value100Contract SizeAmericanOptions Type-0.6974Delta0.0374Gamma35.35Leverage Ratio-0.7024Theta-0.0085Rho-24.66Eff Leverage0.0549Vega