1.30Open1.02Pre Close86 Volume315 Open Interest19.00Strike Price11.72KTurnover8336.39%IV0.69%PremiumDec 20, 2024Expiry Date1.60Intrinsic Value100Multiplier-1DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.8573Delta0.1675Gamma5.48Leverage Ratio-482.0473Theta0.0000Rho-4.70Eff Leverage0.0000Vega