3.11Open3.14Pre Close47 Volume570 Open Interest38.00Strike Price11.95KTurnover68.70%IV0.35%PremiumJul 26, 2024Expiry Date1.96Intrinsic Value100Multiplier2DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.8344Delta0.1163Gamma18.46Leverage Ratio-0.1235Theta0.0019Rho15.40Eff Leverage0.0078Vega