7.75Open8.52Pre Close15 Volume4.09K Open Interest55.00Strike Price11.61KTurnover63.24%IV0.21%PremiumDec 20, 2024Expiry Date7.57Intrinsic Value100Multiplier6DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.9418Delta0.0219Gamma8.07Leverage Ratio-0.0505Theta0.0092Rho7.60Eff Leverage0.0098Vega