0.30Open0.50Pre Close380 Volume501 Open Interest17.00Strike Price11.85KTurnover38.86%IV6.61%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.3124Delta0.2473Gamma58.84Leverage Ratio-0.0141Theta0.0025Rho18.38Eff Leverage0.0130Vega