5.40Open5.30Pre Close21 Volume16 Open Interest83.00Strike Price11.96KTurnover62.01%IV3.25%PremiumDec 20, 2024Expiry Date3.55Intrinsic Value100Multiplier24DDays to Expiry2.58Extrinsic Value100Contract SizeAmericanOptions Type-0.5728Delta0.0314Gamma11.43Leverage Ratio-0.0994Theta-0.0296Rho-6.55Eff Leverage0.0794Vega