0.96Open0.88Pre Close229 Volume1.53K Open Interest11.00Strike Price11.79KTurnover771.39%IV-0.17%PremiumJul 12, 2024Expiry Date0.56Intrinsic Value100Multiplier-2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.7502Delta0.3519Gamma16.51Leverage Ratio-3.8930Theta0.0000Rho12.39Eff Leverage0.0004Vega