0.43Open0.57Pre Close300 Volume1.57K Open Interest124.00Strike Price11.85KTurnover43.18%IV4.50%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.1724Delta0.0533Gamma286.89Leverage Ratio-0.1943Theta0.0017Rho49.46Eff Leverage0.0283Vega