0.07Open0.12Pre Close1.17K Volume5.54K Open Interest17.50Strike Price11.98KTurnover40.38%IV2.41%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.2566Delta0.5328Gamma169.71Leverage Ratio-0.0398Theta-0.0003Rho-43.55Eff Leverage0.0048Vega