2.64Open2.12Pre Close57.59K Volume24.25K Open Interest155.00Strike Price11.75MTurnover54.80%IV3.67%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry1.35Extrinsic Value100Contract SizeAmericanOptions Type0.2969Delta0.0474Gamma112.97Leverage Ratio-0.4788Theta0.0034Rho33.54Eff Leverage0.0461Vega