0.20Open0.20Pre Close884 Volume2.35K Open Interest9.00Strike Price11.92KTurnover83.20%IV8.97%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.2358Delta0.3867Gamma79.62Leverage Ratio-0.0264Theta0.0002Rho18.77Eff Leverage0.0029Vega