0.32Open0.64Pre Close135 Volume1.20K Open Interest330.00Strike Price11.79KTurnover36.32%IV4.44%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.78Extrinsic Value100Contract SizeAmericanOptions Type-0.1291Delta0.0155Gamma387.11Leverage Ratio-0.3214Theta-0.0050Rho-49.98Eff Leverage0.0785Vega