0.15Open0.70Pre Close807 Volume549 Open Interest120.00Strike Price11.68KTurnover33.63%IV4.45%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0642Delta0.0355Gamma1255.35Leverage Ratio-0.0716Theta-0.0005Rho-80.60Eff Leverage0.0132Vega