1.70Open1.02Pre Close64 Volume1.44K Open Interest26.00Strike Price11.99KTurnover90.45%IV0.18%PremiumJul 5, 2024Expiry Date1.84Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9609Delta0.0772Gamma14.97Leverage Ratio-0.0671Theta0.0005Rho14.38Eff Leverage0.0010Vega