19.90Open21.02Pre Close6 Volume22 Open Interest138.00Strike Price11.93KTurnover61.80%IV0.63%PremiumAug 30, 2024Expiry Date18.86Intrinsic Value100Multiplier2DDays to Expiry0.99Extrinsic Value100Contract SizeAmericanOptions Type0.9982Delta0.0008Gamma8.30Leverage Ratio-0.0229Theta0.0071Rho8.28Eff Leverage0.0007Vega