0.60Open0.61Pre Close190 Volume280 Open Interest19.50Strike Price11.79KTurnover48.41%IV1.41%PremiumJul 26, 2024Expiry Date0.38Intrinsic Value100Multiplier4DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.6247Delta0.3598Gamma30.11Leverage Ratio-0.0425Theta-0.0015Rho-18.81Eff Leverage0.0083Vega