3.04Open2.43Pre Close156.68K Volume6.26K Open Interest544.00Strike Price11.91MTurnover13.63%IV0.54%PremiumJul 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.2022Delta0.1158Gamma3183.82Leverage Ratio-0.8858Theta0.0012Rho643.76Eff Leverage0.0503Vega