0.40Open0.47Pre Close418 Volume1.89K Open Interest41.50Strike Price11.58KTurnover60.20%IV6.32%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.1824Delta0.1136Gamma174.40Leverage Ratio-0.0876Theta0.0007Rho31.80Eff Leverage0.0102Vega