0.47Open0.32Pre Close264 Volume1.04K Open Interest56.00Strike Price11.95KTurnover41.06%IV1.14%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.2733Delta0.4107Gamma411.11Leverage Ratio-0.2988Theta0.0002Rho112.37Eff Leverage0.0066Vega