11.30Open8.00Pre Close9 Volume12 Open Interest812.50Strike Price11.73KTurnover33.10%IV0.01%PremiumAug 2, 2024Expiry Date13.44Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.6664Delta0.0127Gamma41.51Leverage Ratio-1.1940Theta-0.0571Rho-27.66Eff Leverage0.3173Vega