0.76Open0.80Pre Close146 Volume3.71K Open Interest11.00Strike Price11.94KTurnover1086.88%IV0.84%PremiumJul 19, 2024Expiry Date0.84Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.7673Delta0.2370Gamma11.55Leverage Ratio-5.4509Theta0.0000Rho8.86Eff Leverage0.0004Vega