17.80Open19.80Pre Close8 Volume3 Open Interest432.50Strike Price11.72KTurnover68.42%IV2.32%PremiumJul 19, 2024Expiry Date4.75Intrinsic Value100Multiplier4DDays to Expiry10.15Extrinsic Value100Contract SizeAmericanOptions Type0.5768Delta0.0122Gamma28.39Leverage Ratio-1.6274Theta0.0273Rho16.38Eff Leverage0.1838Vega