7.44Open7.60Pre Close17 Volume121 Open Interest75.00Strike Price11.94KTurnover71.52%IV6.58%PremiumDec 20, 2024Expiry Date1.00Intrinsic Value100Multiplier19DDays to Expiry5.00Extrinsic Value100Contract SizeAmericanOptions Type0.5701Delta0.0317Gamma13.82Leverage Ratio-0.1347Theta0.0196Rho7.88Eff Leverage0.0680Vega