8.04Open6.51Pre Close14 Volume177 Open Interest72.50Strike Price11.88KTurnover95.87%IV2.34%PremiumDec 20, 2024Expiry Date7.67Intrinsic Value100Multiplier3DDays to Expiry1.52Extrinsic Value100Contract SizeAmericanOptions Type-0.8764Delta0.0342Gamma8.10Leverage Ratio-0.1639Theta-0.0051Rho-7.10Eff Leverage0.0128Vega