0.04Open0.03Pre Close3.11K Volume1.92K Open Interest17.00Strike Price11.95KTurnover61.89%IV8.08%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0780Delta0.1315Gamma461.28Leverage Ratio-0.0213Theta-0.0001Rho-35.98Eff Leverage0.0026Vega