5.15Open4.20Pre Close25 Volume163 Open Interest115.00Strike Price11.80KTurnover23.16%IV0.11%PremiumSep 20, 2024Expiry Date4.57Intrinsic Value100Multiplier21DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.7831Delta0.0443Gamma20.79Leverage Ratio-0.0591Theta0.0505Rho16.28Eff Leverage0.0841Vega