0.11Open0.12Pre Close2.63K Volume2.10K Open Interest182.50Strike Price11.96KTurnover115.16%IV2.30%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0241Delta0.0258Gamma9339.00Leverage Ratio-1.5118Theta0.0000Rho-225.03Eff Leverage0.0011Vega