3.00Open3.84Pre Close40 Volume31 Open Interest24.00Strike Price11.86KTurnover156.96%IV11.94%PremiumOct 18, 2024Expiry Date0.04Intrinsic Value100Multiplier14DDays to Expiry2.86Extrinsic Value100Contract SizeAmericanOptions Type-0.4390Delta0.0536Gamma8.19Leverage Ratio-0.1041Theta-0.0047Rho-3.60Eff Leverage0.0185Vega