5.10Open5.00Pre Close32 Volume381 Open Interest3.50Strike Price11.84KTurnover376.83%IV2.06%PremiumDec 6, 2024Expiry Date3.56Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.9771Delta0.0189Gamma1.96Leverage Ratio-0.0165Theta0.0004Rho1.91Eff Leverage0.0004Vega