1.19Open1.45Pre Close120 Volume244 Open Interest46.50Strike Price11.57KTurnover41.52%IV1.24%PremiumAug 2, 2024Expiry Date0.26Intrinsic Value100Multiplier3DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type0.5657Delta0.1983Gamma49.74Leverage Ratio-0.1137Theta0.0027Rho28.14Eff Leverage0.0188Vega