2.55Open4.30Pre Close77 Volume430 Open Interest75.00Strike Price11.26KTurnover107.71%IV2.84%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry1.10Extrinsic Value100Contract SizeAmericanOptions Type0.4266Delta0.0862Gamma53.82Leverage Ratio-1.0398Theta0.0010Rho22.96Eff Leverage0.0166Vega