8.00Open8.65Pre Close27 Volume289 Open Interest115.00Strike Price11.76KTurnover50.02%IV0.77%PremiumJul 19, 2024Expiry Date3.19Intrinsic Value100Multiplier2DDays to Expiry0.91Extrinsic Value100Contract SizeAmericanOptions Type0.7623Delta0.0655Gamma30.31Leverage Ratio-0.3446Theta0.0055Rho23.10Eff Leverage0.0292Vega