7.29Open7.10Pre Close16 Volume191 Open Interest63.00Strike Price11.72KTurnover192.61%IV3.46%PremiumAug 2, 2024Expiry Date5.56Intrinsic Value100Multiplier2DDays to Expiry1.99Extrinsic Value100Contract SizeAmericanOptions Type-0.6761Delta0.0369Gamma7.74Leverage Ratio-0.6545Theta-0.0033Rho-5.23Eff Leverage0.0182Vega