9.00Open7.70Pre Close16 Volume287 Open Interest300.00Strike Price11.95KTurnover15.96%IV0.29%PremiumDec 6, 2024Expiry Date5.50Intrinsic Value100Multiplier2DDays to Expiry0.84Extrinsic Value100Contract SizeAmericanOptions Type-0.9161Delta0.0442Gamma52.59Leverage Ratio-0.0788Theta-0.0119Rho-48.18Eff Leverage0.0379Vega