8.80Open7.00Pre Close11 Volume80 Open Interest104.00Strike Price11.57KTurnover175.71%IV6.38%PremiumDec 20, 2024Expiry Date4.15Intrinsic Value100Multiplier3DDays to Expiry6.37Extrinsic Value100Contract SizeAmericanOptions Type-0.6242Delta0.0238Gamma10.97Leverage Ratio-1.0216Theta-0.0058Rho-6.85Eff Leverage0.0344Vega