6.00Open5.00Pre Close23 Volume302 Open Interest220.00Strike Price11.88KTurnover30.14%IV2.23%PremiumJul 19, 2024Expiry Date1.65Intrinsic Value100Multiplier8DDays to Expiry4.95Extrinsic Value100Contract SizeAmericanOptions Type0.5827Delta0.0372Gamma42.63Leverage Ratio-0.2520Theta0.0305Rho24.84Eff Leverage0.1357Vega