0.15Open0.30Pre Close306 Volume407 Open Interest13.50Strike Price11.77KTurnover117.63%IV9.17%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.3320Delta0.2288Gamma42.17Leverage Ratio-0.0736Theta0.0004Rho14.00Eff Leverage0.0049Vega