0.45Open0.16Pre Close704 Volume3.35K Open Interest16.50Strike Price11.72KTurnover39.56%IV2.19%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.4102Delta0.5612Gamma87.76Leverage Ratio-0.0347Theta-0.0007Rho-36.00Eff Leverage0.0068Vega