8.94Open8.10Pre Close13 Volume13 Open Interest29.00Strike Price11.62KTurnover163.93%IV0.64%PremiumDec 6, 2024Expiry Date8.70Intrinsic Value100Multiplier2DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.9787Delta0.0101Gamma4.31Leverage Ratio-0.0393Theta0.0019Rho4.22Eff Leverage0.0016Vega