0.15Open0.70Pre Close807 Volume549 Open Interest120.00Strike Price11.68KTurnover34.44%IV4.42%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0628Delta0.0340Gamma1255.00Leverage Ratio-0.0719Theta-0.0005Rho-78.82Eff Leverage0.0130Vega