0.40Open0.45Pre Close353 Volume272 Open Interest27.50Strike Price11.87KTurnover126.63%IV47.78%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type0.1714Delta0.0404Gamma37.80Leverage Ratio-0.0320Theta0.0019Rho6.48Eff Leverage0.0126Vega