0.40Open0.40Pre Close294 Volume1.46K Open Interest7.00Strike Price11.79KTurnover92.45%IV16.35%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.4031Delta0.2432Gamma15.90Leverage Ratio-0.0119Theta0.0016Rho6.41Eff Leverage0.0067Vega