119.36Open30.30Pre Close1 Volume91 Open Interest490.00Strike Price11.94KTurnover6042.56%IV0.51%PremiumNov 15, 2024Expiry Date116.29Intrinsic Value100Multiplier0DDays to Expiry3.07Extrinsic Value100Contract SizeAmericanOptions Type0.9535Delta0.0012Gamma5.26Leverage Ratio-2138.3736Theta0.0000Rho5.01Eff Leverage0.0013Vega