8.80Open6.50Pre Close11 Volume92 Open Interest210.00Strike Price11.58KTurnover39.79%IV3.82%PremiumDec 20, 2024Expiry Date2.76Intrinsic Value100Multiplier28DDays to Expiry8.13Extrinsic Value100Contract SizeAmericanOptions Type0.5806Delta0.0165Gamma19.00Leverage Ratio-0.1769Theta0.0878Rho11.03Eff Leverage0.2325Vega