1.19Open1.45Pre Close120 Volume283 Open Interest46.50Strike Price11.57KTurnover42.18%IV1.24%PremiumAug 2, 2024Expiry Date0.26Intrinsic Value100Multiplier3DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type0.5655Delta0.1982Gamma49.74Leverage Ratio-0.1175Theta0.0026Rho28.13Eff Leverage0.0185Vega