3.04Open2.43Pre Close156.12K Volume6.26K Open Interest544.00Strike Price11.90MTurnover13.72%IV0.53%PremiumJul 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1654Delta0.1012Gamma2776.05Leverage Ratio-0.7780Theta0.0010Rho459.06Eff Leverage0.0444Vega