3.03Open3.65Pre Close33.33K Volume5.34K Open Interest197.50Strike Price11.70MTurnover59.36%IV1.24%PremiumAug 9, 2024Expiry Date3.09Intrinsic Value100Multiplier2DDays to Expiry2.42Extrinsic Value100Contract SizeAmericanOptions Type-0.6974Delta0.0374Gamma35.35Leverage Ratio-0.7024Theta-0.0085Rho-24.65Eff Leverage0.0549Vega