0.39Open0.43Pre Close203 Volume694 Open Interest73.00Strike Price11.74KTurnover26.40%IV0.77%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type0.4842Delta0.2620Gamma127.89Leverage Ratio-0.1568Theta0.0022Rho61.93Eff Leverage0.0230Vega