0.40Open0.28Pre Close367 Volume6.40K Open Interest43.50Strike Price11.78KTurnover23.33%IV0.64%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.4721Delta0.4530Gamma133.91Leverage Ratio-0.0688Theta-0.0014Rho-63.21Eff Leverage0.0150Vega