0.39Open0.34Pre Close961 Volume826 Open Interest74.00Strike Price11.78KTurnover82.62%IV4.56%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0710Delta0.0650Gamma1089.69Leverage Ratio-0.2956Theta0.0001Rho77.37Eff Leverage0.0034Vega