3.04Open2.43Pre Close155.24K Volume6.26K Open Interest544.00Strike Price11.88MTurnover13.63%IV0.56%PremiumJul 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.1657Delta0.1017Gamma3092.31Leverage Ratio-0.7712Theta0.0010Rho512.48Eff Leverage0.0446Vega