0.57Open0.41Pre Close251 Volume183 Open Interest49.50Strike Price11.89KTurnover32.81%IV2.31%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type0.3709Delta0.2079Gamma107.32Leverage Ratio-0.0793Theta0.0023Rho39.80Eff Leverage0.0209Vega