4.03Open4.30Pre Close23 Volume261 Open Interest115.00Strike Price11.78KTurnover34.72%IV0.27%PremiumJul 19, 2024Expiry Date5.10Intrinsic Value100Multiplier17DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.7028Delta0.0422Gamma17.17Leverage Ratio-0.0726Theta-0.0322Rho-12.07Eff Leverage0.0839Vega