6.90Open3.98Pre Close15 Volume84 Open Interest61.00Strike Price11.89KTurnover2053.92%IV0.77%PremiumAug 2, 2024Expiry Date7.74Intrinsic Value100Multiplier-1DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type-0.9324Delta0.0278Gamma6.76Leverage Ratio-43.9351Theta0.0000Rho-6.31Eff Leverage0.0003Vega