2.46Open1.95Pre Close58 Volume133 Open Interest51.00Strike Price11.76KTurnover42.18%IV0.08%PremiumAug 2, 2024Expiry Date1.95Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.8331Delta0.1318Gamma23.36Leverage Ratio-0.0699Theta-0.0030Rho-19.46Eff Leverage0.0114Vega