5.93Open6.35Pre Close20 Volume33 Open Interest26.00Strike Price11.86KTurnover177.32%IV0.84%PremiumDec 27, 2024Expiry Date5.76Intrinsic Value100Multiplier3DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.9288Delta0.0420Gamma3.46Leverage Ratio-0.0602Theta-0.0016Rho-3.21Eff Leverage0.0025Vega
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