0.79Open0.80Pre Close340 Volume740 Open Interest41.50Strike Price11.81KTurnover207.17%IV14.16%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.0471Delta0.0220Gamma536.00Leverage Ratio-0.2878Theta0.0000Rho-25.23Eff Leverage0.0021Vega