10.00Open7.90Pre Close12 Volume159 Open Interest300.00Strike Price11.86KTurnover24.07%IV1.89%PremiumDec 20, 2024Expiry Date4.00Intrinsic Value100Multiplier23DDays to Expiry5.59Extrinsic Value100Contract SizeAmericanOptions Type-0.5617Delta0.0222Gamma32.89Leverage Ratio-0.1355Theta-0.0926Rho-18.47Eff Leverage0.2950Vega