8.65Open9.00Pre Close15 Volume632 Open Interest180.00Strike Price11.66KTurnover44.10%IV0.45%PremiumDec 6, 2024Expiry Date6.40Intrinsic Value100Multiplier3DDays to Expiry0.79Extrinsic Value100Contract SizeAmericanOptions Type-0.8063Delta0.0388Gamma24.20Leverage Ratio-0.2953Theta-0.0109Rho-19.51Eff Leverage0.0445Vega