1.36Open1.05Pre Close80 Volume248 Open Interest46.00Strike Price11.76KTurnover46.91%IV6.91%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry1.50Extrinsic Value100Contract SizeAmericanOptions Type0.4203Delta0.0734Gamma29.13Leverage Ratio-0.0465Theta0.0112Rho12.25Eff Leverage0.0444Vega