0.07Open0.19Pre Close561 Volume1.21K Open Interest61.00Strike Price11.73KTurnover85.61%IV1.04%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1177Delta0.3804Gamma2053.67Leverage Ratio-1.4320Theta0.0000Rho-241.64Eff Leverage0.0012Vega