6.05Open6.93Pre Close27 Volume31 Open Interest133.00Strike Price11.79KTurnover24.92%IV0.12%PremiumNov 1, 2024Expiry Date2.71Intrinsic Value100Multiplier4DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.7815Delta0.0897Gamma42.37Leverage Ratio-0.1188Theta-0.0091Rho-33.11Eff Leverage0.0396Vega