3.95Open3.40Pre Close30 Volume46 Open Interest10.50Strike Price11.85KTurnover485.86%IV2.96%PremiumDec 6, 2024Expiry Date3.75Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.8288Delta0.0975Gamma1.71Leverage Ratio-0.1330Theta-0.0005Rho-1.42Eff Leverage0.0014Vega