7.95Open5.00Pre Close15 Volume2.36K Open Interest80.00Strike Price11.87KTurnover92.83%IV0.51%PremiumSep 20, 2024Expiry Date7.45Intrinsic Value100Multiplier6DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.7959Delta0.0277Gamma9.99Leverage Ratio-0.2631Theta0.0096Rho7.95Eff Leverage0.0312Vega