119.36Open30.30Pre Close1 Volume91 Open Interest490.00Strike Price11.94KTurnover8585.66%IV0.51%PremiumNov 15, 2024Expiry Date116.29Intrinsic Value100Multiplier0DDays to Expiry3.07Extrinsic Value100Contract SizeAmericanOptions Type0.9608Delta0.0011Gamma5.26Leverage Ratio-3917.5152Theta0.0000Rho5.05Eff Leverage0.0008Vega