10.50Open9.61Pre Close12 Volume12 Open Interest2.00Strike Price11.93KTurnover2610.92%IV1.02%PremiumAug 2, 2024Expiry Date9.79Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.9709Delta0.0027Gamma1.11Leverage Ratio-0.4014Theta0.0001Rho1.08Eff Leverage0.0006Vega