0.90Open6.20Pre Close225 Volume0 Open Interest53.20Strike Price11.75KTurnover49.26%IV0.64%PremiumJul 19, 2024Expiry Date0.18Intrinsic Value100Multiplier0DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.5592Delta0.2851Gamma82.12Leverage Ratio-0.4628Theta0.0008Rho45.92Eff Leverage0.0111Vega