6.20Open6.15Pre Close18 Volume2.09K Open Interest190.00Strike Price11.96KTurnover134.73%IV10.01%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry6.48Extrinsic Value100Contract SizeAmericanOptions Type0.3644Delta0.0142Gamma28.81Leverage Ratio-1.1863Theta0.0072Rho10.50Eff Leverage0.0739Vega