0.35Open0.22Pre Close336 Volume48 Open Interest40.50Strike Price11.76KTurnover60.12%IV5.86%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.2317Delta0.1247Gamma120.50Leverage Ratio-0.0951Theta0.0010Rho27.92Eff Leverage0.0124Vega