0.31Open0.33Pre Close193 Volume228 Open Interest49.50Strike Price11.77KTurnover37.99%IV1.75%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.4537Delta0.2220Gamma82.07Leverage Ratio-0.1182Theta0.0020Rho37.24Eff Leverage0.0186Vega