19.90Open21.02Pre Close6 Volume22 Open Interest138.00Strike Price11.93KTurnover57.46%IV0.63%PremiumAug 30, 2024Expiry Date18.86Intrinsic Value100Multiplier2DDays to Expiry0.99Extrinsic Value100Contract SizeAmericanOptions Type0.9989Delta0.0006Gamma8.30Leverage Ratio-0.0213Theta0.0074Rho8.29Eff Leverage0.0004Vega