59.83Open57.24Pre Close2 Volume73 Open Interest50.00Strike Price11.86KTurnover478.31%IV-6.94%PremiumSep 13, 2024Expiry Date66.91Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9961Delta0.0003Gamma1.75Leverage Ratio-0.0589Theta0.0025Rho1.74Eff Leverage0.0010Vega