11.87Open11.83Pre Close10 Volume763 Open Interest30.00Strike Price11.87KTurnover97.03%IV-0.57%PremiumJul 19, 2024Expiry Date12.11Intrinsic Value100Multiplier13DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9737Delta0.0078Gamma3.44Leverage Ratio-0.0212Theta0.0104Rho3.35Eff Leverage0.0049Vega