0.41Open0.35Pre Close309 Volume2.55K Open Interest30.50Strike Price11.85KTurnover38.03%IV1.62%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.4281Delta0.3658Gamma83.88Leverage Ratio-0.0730Theta-0.0011Rho-35.90Eff Leverage0.0111Vega