0.05Open0.24Pre Close1.70K Volume477 Open Interest8.50Strike Price11.87KTurnover58.86%IV1.53%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.4646Delta1.3146Gamma77.45Leverage Ratio-0.0598Theta-0.0001Rho-35.98Eff Leverage0.0020Vega