3.08Open7.60Pre Close30 Volume38 Open Interest42.00Strike Price11.96KTurnover119.57%IV3.20%PremiumJul 19, 2024Expiry Date3.64Intrinsic Value100Multiplier13DDays to Expiry1.46Extrinsic Value100Contract SizeAmericanOptions Type0.6869Delta0.0341Gamma7.48Leverage Ratio-0.1451Theta0.0092Rho5.14Eff Leverage0.0308Vega