8.80Open7.00Pre Close11 Volume80 Open Interest104.00Strike Price11.57KTurnover186.03%IV3.92%PremiumDec 20, 2024Expiry Date6.71Intrinsic Value100Multiplier3DDays to Expiry3.81Extrinsic Value100Contract SizeAmericanOptions Type-0.5646Delta0.0228Gamma9.05Leverage Ratio-1.1578Theta-0.0054Rho-5.11Eff Leverage0.0366Vega