0.66Open0.60Pre Close350 Volume200 Open Interest86.00Strike Price11.97KTurnover33.01%IV3.38%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.2151Delta0.0993Gamma235.32Leverage Ratio-0.1075Theta0.0020Rho50.62Eff Leverage0.0261Vega