3.80Open3.40Pre Close30 Volume392 Open Interest79.00Strike Price11.45KTurnover49.00%IV0.24%PremiumSep 20, 2024Expiry Date3.63Intrinsic Value100Multiplier7DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.7530Delta0.0540Gamma17.96Leverage Ratio-0.1313Theta0.0120Rho13.53Eff Leverage0.0377Vega