2.71Open1.80Pre Close52 Volume750 Open Interest91.50Strike Price11.98KTurnover40.71%IV0.43%PremiumAug 2, 2024Expiry Date1.71Intrinsic Value100Multiplier2DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.7277Delta0.1116Gamma41.52Leverage Ratio-0.2481Theta0.0040Rho30.21Eff Leverage0.0243Vega