2.86Open2.95Pre Close33 Volume190 Open Interest87.00Strike Price11.85KTurnover39.54%IV0.38%PremiumAug 2, 2024Expiry Date3.53Intrinsic Value100Multiplier4DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.8231Delta0.0651Gamma22.63Leverage Ratio-0.1254Theta0.0088Rho18.63Eff Leverage0.0262Vega