6.00Open7.80Pre Close18 Volume745 Open Interest60.00Strike Price11.75KTurnover69.47%IV0.51%PremiumDec 20, 2024Expiry Date6.26Intrinsic Value100Multiplier9DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.8286Delta0.0341Gamma9.40Leverage Ratio-0.1054Theta0.0125Rho7.79Eff Leverage0.0273Vega