26.80Open26.60Pre Close4 Volume15 Open Interest390.00Strike Price11.80KTurnover58.72%IV0.06%PremiumSep 20, 2024Expiry Date28.59Intrinsic Value100Multiplier2DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.9555Delta0.0061Gamma12.75Leverage Ratio-0.2130Theta-0.0147Rho-12.18Eff Leverage0.0261Vega