3.04Open2.43Pre Close156.98K Volume6.26K Open Interest544.00Strike Price11.91MTurnover12.93%IV0.52%PremiumJul 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.1543Delta0.1032Gamma2776.26Leverage Ratio-0.7032Theta0.0009Rho428.46Eff Leverage0.0422Vega