11.05Open20.00Pre Close17 Volume39 Open Interest1055.00Strike Price11.75KTurnover28.57%IV1.84%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry5.55Extrinsic Value100Contract SizeAmericanOptions Type0.2836Delta0.0124Gamma178.01Leverage Ratio-1.6135Theta0.0245Rho50.49Eff Leverage0.3234Vega