6.00Open5.50Pre Close19 Volume340 Open Interest135.00Strike Price11.92KTurnover21.16%IV1.29%PremiumDec 20, 2024Expiry Date4.30Intrinsic Value100Multiplier22DDays to Expiry1.80Extrinsic Value100Contract SizeAmericanOptions Type0.7518Delta0.0438Gamma24.23Leverage Ratio-0.0643Theta0.0596Rho18.21Eff Leverage0.1082Vega