5.61Open7.20Pre Close21 Volume127 Open Interest134.00Strike Price11.78KTurnover314.29%IV-0.27%PremiumAug 16, 2024Expiry Date5.96Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8664Delta0.0418Gamma20.32Leverage Ratio-9.1820Theta-0.0002Rho-17.61Eff Leverage0.0035Vega