8.94Open8.10Pre Close13 Volume13 Open Interest29.00Strike Price11.62KTurnover155.47%IV0.64%PremiumDec 6, 2024Expiry Date8.70Intrinsic Value100Multiplier3DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.9791Delta0.0100Gamma4.31Leverage Ratio-0.0368Theta0.0021Rho4.22Eff Leverage0.0016Vega