0.20Open0.18Pre Close1.72K Volume1.92K Open Interest5455.00Strike Price11.80KTurnover81.57%IV2.07%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type0.0039Delta0.0003Gamma106883.20Leverage Ratio-7.3739Theta0.0000Rho420.33Eff Leverage0.0059Vega