0.05Open0.07Pre Close1.42K Volume1.05K Open Interest46.00Strike Price11.60KTurnover27.47%IV3.67%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1214Delta0.1591Gamma592.67Leverage Ratio-0.0318Theta0.0006Rho71.96Eff Leverage0.0093Vega