0.15Open0.15Pre Close1.16K Volume39.67K Open Interest2.00Strike Price11.95KTurnover84.16%IV22.81%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.3115Delta0.8328Gamma22.80Leverage Ratio-0.0024Theta0.0004Rho7.10Eff Leverage0.0018Vega