6.20Open6.15Pre Close18 Volume2.09K Open Interest190.00Strike Price11.96KTurnover134.71%IV10.07%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry6.48Extrinsic Value100Contract SizeAmericanOptions Type0.3643Delta0.0142Gamma28.79Leverage Ratio-1.1847Theta0.0072Rho10.49Eff Leverage0.0740Vega