6.50Open7.07Pre Close18 Volume61 Open Interest230.00Strike Price11.70KTurnover37.62%IV1.06%PremiumDec 6, 2024Expiry Date4.01Intrinsic Value100Multiplier2DDays to Expiry2.49Extrinsic Value100Contract SizeAmericanOptions Type0.7136Delta0.0453Gamma42.94Leverage Ratio-0.5367Theta0.0118Rho30.64Eff Leverage0.0680Vega