8.04Open6.51Pre Close14 Volume170 Open Interest72.50Strike Price11.88KTurnover96.42%IV2.34%PremiumDec 20, 2024Expiry Date7.67Intrinsic Value100Multiplier3DDays to Expiry1.52Extrinsic Value100Contract SizeAmericanOptions Type-0.8765Delta0.0342Gamma8.10Leverage Ratio-0.1657Theta-0.0050Rho-7.10Eff Leverage0.0127Vega