8.60Open9.00Pre Close13 Volume7 Open Interest110.00Strike Price11.99KTurnover41.58%IV2.13%PremiumOct 18, 2024Expiry Date7.01Intrinsic Value100Multiplier19DDays to Expiry2.19Extrinsic Value100Contract SizeAmericanOptions Type-0.7356Delta0.0343Gamma12.41Leverage Ratio-0.0752Theta-0.0346Rho-9.13Eff Leverage0.0769Vega