7.29Open7.10Pre Close16 Volume185 Open Interest63.00Strike Price11.72KTurnover195.92%IV3.46%PremiumAug 2, 2024Expiry Date5.56Intrinsic Value100Multiplier2DDays to Expiry1.99Extrinsic Value100Contract SizeAmericanOptions Type-0.6762Delta0.0369Gamma7.74Leverage Ratio-0.6792Theta-0.0032Rho-5.23Eff Leverage0.0179Vega