1.20Open1.25Pre Close97 Volume275 Open Interest20.00Strike Price11.94KTurnover68.52%IV5.26%PremiumJul 19, 2024Expiry Date0.16Intrinsic Value100Multiplier12DDays to Expiry1.06Extrinsic Value100Contract SizeAmericanOptions Type0.5557Delta0.1568Gamma18.33Leverage Ratio-0.0433Theta0.0034Rho10.18Eff Leverage0.0145Vega