0.82Open2.70Pre Close121 Volume4 Open Interest13.00Strike Price11.78KTurnover122.82%IV1.52%PremiumOct 4, 2024Expiry Date1.16Intrinsic Value100Multiplier3DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.7577Delta0.2160Gamma8.77Leverage Ratio-0.0629Theta-0.0009Rho-6.65Eff Leverage0.0037Vega