11.21Open12.30Pre Close11 Volume53 Open Interest75.00Strike Price12.40KTurnover26.92%IV-0.35%PremiumDec 20, 2024Expiry Date11.61Intrinsic Value100Multiplier23DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9855Delta0.0062Gamma7.31Leverage Ratio-0.0132Theta0.0473Rho7.20Eff Leverage0.0081Vega