9.55Open7.70Pre Close12 Volume1.19K Open Interest200.00Strike Price11.68KTurnover47.14%IV2.82%PremiumJul 19, 2024Expiry Date1.98Intrinsic Value100Multiplier5DDays to Expiry5.69Extrinsic Value100Contract SizeAmericanOptions Type0.5831Delta0.0326Gamma34.23Leverage Ratio-0.4396Theta0.0177Rho19.96Eff Leverage0.0991Vega