0.11Open0.14Pre Close1.29K Volume6.16K Open Interest62.00Strike Price11.62KTurnover29.16%IV3.07%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.1374Delta0.1443Gamma574.00Leverage Ratio-0.0592Theta0.0006Rho78.89Eff Leverage0.0115Vega