0.35Open0.22Pre Close336 Volume48 Open Interest40.50Strike Price11.76KTurnover60.76%IV5.86%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.2317Delta0.1247Gamma120.50Leverage Ratio-0.0971Theta0.0009Rho27.91Eff Leverage0.0123Vega