8.90Open9.50Pre Close13 Volume112 Open Interest73.00Strike Price11.95KTurnover200.16%IV1.46%PremiumDec 6, 2024Expiry Date8.71Intrinsic Value100Multiplier2DDays to Expiry1.19Extrinsic Value100Contract SizeAmericanOptions Type0.7752Delta0.0218Gamma7.65Leverage Ratio-0.8502Theta0.0037Rho5.93Eff Leverage0.0206Vega