0.15Open0.70Pre Close807 Volume549 Open Interest120.00Strike Price11.68KTurnover33.63%IV4.55%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0642Delta0.0355Gamma1256.70Leverage Ratio-0.0716Theta-0.0005Rho-80.69Eff Leverage0.0132Vega