2.71Open1.80Pre Close52 Volume750 Open Interest91.50Strike Price11.98KTurnover41.53%IV0.43%PremiumAug 2, 2024Expiry Date1.71Intrinsic Value100Multiplier2DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.7274Delta0.1115Gamma41.52Leverage Ratio-0.2585Theta0.0039Rho30.20Eff Leverage0.0238Vega