0.30Open0.50Pre Close380 Volume501 Open Interest17.00Strike Price11.85KTurnover36.82%IV6.61%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.3129Delta0.2480Gamma58.84Leverage Ratio-0.0127Theta0.0028Rho18.41Eff Leverage0.0137Vega