0.11Open0.07Pre Close1.09K Volume2.04K Open Interest44.00Strike Price12.15KTurnover16.44%IV0.41%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.4641Delta0.9687Gamma325.41Leverage Ratio-0.1013Theta0.0007Rho151.03Eff Leverage0.0099Vega