1.90Open3.60Pre Close60 Volume94 Open Interest227.50Strike Price11.49KTurnover31.28%IV0.91%PremiumAug 2, 2024Expiry Date0.38Intrinsic Value100Multiplier2DDays to Expiry2.07Extrinsic Value100Contract SizeAmericanOptions Type-0.5169Delta0.0703Gamma93.66Leverage Ratio-0.5364Theta-0.0070Rho-48.41Eff Leverage0.0723Vega