3.95Open4.00Pre Close31 Volume91 Open Interest50.00Strike Price11.80KTurnover54.43%IV3.03%PremiumDec 20, 2024Expiry Date2.22Intrinsic Value100Multiplier23DDays to Expiry1.58Extrinsic Value100Contract SizeAmericanOptions Type0.6582Delta0.0517Gamma12.74Leverage Ratio-0.0614Theta0.0189Rho8.38Eff Leverage0.0479Vega