6.25Open1.59Pre Close22 Volume31 Open Interest118.00Strike Price11.69KTurnover253.62%IV0.65%PremiumDec 6, 2024Expiry Date4.42Intrinsic Value100Multiplier0DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type0.8270Delta0.0564Gamma24.98Leverage Ratio-7.4438Theta0.0002Rho20.66Eff Leverage0.0046Vega