0.90Open6.20Pre Close225 Volume0 Open Interest53.20Strike Price11.75KTurnover44.49%IV0.64%PremiumJul 19, 2024Expiry Date0.18Intrinsic Value100Multiplier1DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.5597Delta0.2855Gamma82.12Leverage Ratio-0.3083Theta0.0010Rho45.97Eff Leverage0.0122Vega