5.00Open4.85Pre Close23 Volume953 Open Interest40.00Strike Price11.90KTurnover41.94%IV0.78%PremiumOct 18, 2024Expiry Date5.00Intrinsic Value100Multiplier19DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.9045Delta0.0395Gamma8.49Leverage Ratio-0.0238Theta0.0183Rho7.68Eff Leverage0.0174Vega