0.45Open0.16Pre Close703 Volume3.35K Open Interest16.50Strike Price11.70KTurnover40.14%IV2.34%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.4057Delta0.5510Gamma92.90Leverage Ratio-0.0352Theta-0.0007Rho-37.69Eff Leverage0.0068Vega