0.06Open0.08Pre Close1.23K Volume2.16K Open Interest48.00Strike Price11.82KTurnover33.90%IV0.08%PremiumJul 5, 2024Expiry Date0.06Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.6406Delta2.2660Gamma479.40Leverage Ratio-0.8342Theta0.0000Rho-307.10Eff Leverage0.0018Vega