0.40Open0.30Pre Close360 Volume1.20K Open Interest2.00Strike Price11.77KTurnover4978.97%IV1.29%PremiumDec 20, 2024Expiry Date0.32Intrinsic Value100Multiplier-1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.9125Delta0.6689Gamma7.73Leverage Ratio-11.6795Theta0.0000Rho7.06Eff Leverage0.0000Vega