2.65Open2.68Pre Close42 Volume69 Open Interest49.00Strike Price11.95KTurnover5043.20%IV-0.11%PremiumOct 18, 2024Expiry Date3.36Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8050Delta0.0639Gamma13.43Leverage Ratio-616.5807Theta0.0000Rho10.81Eff Leverage0.0002Vega