0.15Open0.70Pre Close807 Volume549 Open Interest120.00Strike Price11.68KTurnover36.21%IV4.41%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0601Delta0.0312Gamma1254.80Leverage Ratio-0.0727Theta-0.0005Rho-75.37Eff Leverage0.0126Vega