0.20Open0.20Pre Close369 Volume581 Open Interest2.50Strike Price11.85KTurnover101.98%IV9.76%PremiumAug 16, 2024Expiry Date0.04Intrinsic Value100Multiplier24DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.4677Delta0.6172Gamma8.95Leverage Ratio-0.0052Theta-0.0008Rho-4.18Eff Leverage0.0025Vega