1.45Open1.14Pre Close102 Volume57 Open Interest73.00Strike Price11.96KTurnover38.40%IV1.17%PremiumSep 25, 2024Expiry Date0.08Intrinsic Value100Multiplier2DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type-0.5039Delta0.1741Gamma77.16Leverage Ratio-0.2063Theta-0.0023Rho-38.88Eff Leverage0.0238Vega