2.91Open2.50Pre Close44 Volume314 Open Interest45.00Strike Price11.80KTurnover81.67%IV12.90%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry2.36Extrinsic Value100Contract SizeAmericanOptions Type0.4110Delta0.0452Gamma18.44Leverage Ratio-0.0754Theta0.0094Rho7.58Eff Leverage0.0410Vega