29.40Open29.06Pre Close4 Volume10 Open Interest30.00Strike Price11.76KTurnover4020.41%IV-0.29%PremiumJul 19, 2024Expiry Date29.57Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9715Delta0.0027Gamma1.99Leverage Ratio-20.2751Theta0.0000Rho1.94Eff Leverage0.0004Vega