0.40Open0.66Pre Close614 Volume225 Open Interest44.00Strike Price11.74KTurnover44.69%IV3.17%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.2157Delta0.1879Gamma231.64Leverage Ratio-0.1080Theta-0.0006Rho-49.98Eff Leverage0.0102Vega