0.87Open0.84Pre Close161 Volume764 Open Interest57.50Strike Price11.81KTurnover28.38%IV5.12%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type0.3277Delta0.0935Gamma69.33Leverage Ratio-0.0340Theta0.0105Rho22.72Eff Leverage0.0492Vega