1.61Open4.22Pre Close63 Volume192 Open Interest131.00Strike Price11.72KTurnover55.47%IV1.22%PremiumDec 6, 2024Expiry Date1.16Intrinsic Value100Multiplier2DDays to Expiry1.59Extrinsic Value100Contract SizeAmericanOptions Type-0.5974Delta0.0710Gamma46.37Leverage Ratio-0.5641Theta-0.0043Rho-27.70Eff Leverage0.0381Vega