0.27Open0.40Pre Close1.00K Volume281 Open Interest27.50Strike Price11.94KTurnover38.97%IV4.83%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1569Delta0.2153Gamma292.33Leverage Ratio-0.0312Theta0.0005Rho45.88Eff Leverage0.0069Vega