0.66Open0.60Pre Close350 Volume200 Open Interest86.00Strike Price11.97KTurnover33.35%IV3.38%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.2151Delta0.0992Gamma235.32Leverage Ratio-0.1097Theta0.0020Rho50.61Eff Leverage0.0258Vega