0.38Open0.42Pre Close386 Volume789 Open Interest13.00Strike Price11.51KTurnover104.35%IV8.94%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.2439Delta0.1959Gamma59.72Leverage Ratio-0.0586Theta-0.0004Rho-14.57Eff Leverage0.0048Vega