2.85Open3.00Pre Close42 Volume121 Open Interest41.00Strike Price11.97KTurnover42.16%IV3.38%PremiumSep 20, 2024Expiry Date1.37Intrinsic Value100Multiplier28DDays to Expiry1.43Extrinsic Value100Contract SizeAmericanOptions Type0.6393Delta0.0756Gamma15.13Leverage Ratio-0.0366Theta0.0187Rho9.67Eff Leverage0.0439Vega