0.71Open0.72Pre Close218 Volume428 Open Interest28.50Strike Price11.70KTurnover188.67%IV0.07%PremiumJul 5, 2024Expiry Date0.45Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.7621Delta0.5020Gamma52.43Leverage Ratio-1.9457Theta0.0000Rho-39.96Eff Leverage0.0010Vega