11.85Open9.71Pre Close10 Volume13 Open Interest15.00Strike Price11.85KTurnover298.75%IV2.05%PremiumJul 19, 2024Expiry Date11.31Intrinsic Value100Multiplier3DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.9760Delta0.0070Gamma2.31Leverage Ratio-0.0513Theta0.0015Rho2.25Eff Leverage0.0015Vega