8.90Open5.31Pre Close15 Volume162 Open Interest170.00Strike Price11.89KTurnover353.07%IV0.43%PremiumJul 26, 2024Expiry Date6.94Intrinsic Value100Multiplier-1DDays to Expiry0.76Extrinsic Value100Contract SizeAmericanOptions Type0.9435Delta0.0252Gamma25.10Leverage Ratio-12.9825Theta0.0001Rho23.68Eff Leverage0.0014Vega