6.52Open15.64Pre Close12 Volume14 Open Interest1510.00Strike Price11.87KTurnover105.46%IV11.16%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry13.25Extrinsic Value100Contract SizeAmericanOptions Type-0.1446Delta0.0012Gamma117.00Leverage Ratio-5.2622Theta-0.0266Rho-16.92Eff Leverage0.3981Vega