7.30Open7.10Pre Close15 Volume1.43K Open Interest15.00Strike Price11.61KTurnover127.25%IV0.42%PremiumJan 17, 2025Expiry Date8.58Intrinsic Value100Multiplier12DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.9789Delta0.0090Gamma2.73Leverage Ratio-0.0123Theta0.0050Rho2.67Eff Leverage0.0022Vega