5.05Open6.15Pre Close29 Volume293 Open Interest140.00Strike Price11.84KTurnover33.07%IV4.53%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry3.63Extrinsic Value100Contract SizeAmericanOptions Type0.4492Delta0.0328Gamma35.46Leverage Ratio-0.1019Theta0.0408Rho15.93Eff Leverage0.1443Vega