6.80Open7.39Pre Close17 Volume1.16K Open Interest98.00Strike Price11.68KTurnover50.64%IV0.38%PremiumJul 19, 2024Expiry Date9.05Intrinsic Value100Multiplier3DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type0.9560Delta0.0177Gamma11.80Leverage Ratio-0.0733Theta0.0089Rho11.28Eff Leverage0.0097Vega