8.40Open9.38Pre Close14 Volume16 Open Interest593.00Strike Price11.75KTurnover30.97%IV0.08%PremiumNov 27, 2024Expiry Date8.07Intrinsic Value100Multiplier0DDays to Expiry0.48Extrinsic Value100Contract SizeEuropeanOptions Type0.9471Delta0.0232Gamma73.75Leverage Ratio-1.1654Theta0.0035Rho69.85Eff Leverage0.0162Vega