0.74Open0.91Pre Close162 Volume409 Open Interest14.00Strike Price11.04KTurnover102.09%IV4.39%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type-0.4692Delta0.2530Gamma22.82Leverage Ratio-0.0746Theta-0.0008Rho-10.71Eff Leverage0.0061Vega