59.83Open57.24Pre Close2 Volume73 Open Interest50.00Strike Price11.86KTurnover467.28%IV-6.94%PremiumSep 13, 2024Expiry Date66.91Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9962Delta0.0003Gamma1.75Leverage Ratio-0.0581Theta0.0026Rho1.74Eff Leverage0.0010Vega