2.82Open2.62Pre Close43 Volume239 Open Interest60.00Strike Price11.96KTurnover38.35%IV-0.23%PremiumAug 2, 2024Expiry Date3.00Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8769Delta0.0860Gamma18.27Leverage Ratio-0.0462Theta-0.0050Rho-16.02Eff Leverage0.0131Vega