0.19Open0.09Pre Close939 Volume7.22K Open Interest82.00Strike Price11.67KTurnover32.41%IV4.00%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0875Delta0.0747Gamma830.95Leverage Ratio-0.0590Theta0.0005Rho72.74Eff Leverage0.0104Vega