6.25Open1.59Pre Close22 Volume31 Open Interest118.00Strike Price11.69KTurnover271.42%IV0.40%PremiumDec 6, 2024Expiry Date4.74Intrinsic Value100Multiplier0DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type0.9210Delta0.0464Gamma27.12Leverage Ratio-6.8393Theta0.0001Rho24.98Eff Leverage0.0017Vega