0.34Open0.21Pre Close305 Volume2.37K Open Interest72.00Strike Price11.79KTurnover24.58%IV2.16%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.2729Delta0.1802Gamma232.16Leverage Ratio-0.0801Theta0.0021Rho63.35Eff Leverage0.0249Vega