11.50Open10.10Pre Close9 Volume12 Open Interest65.00Strike Price12.27KTurnover102.03%IV5.11%PremiumDec 20, 2024Expiry Date11.46Intrinsic Value100Multiplier31DDays to Expiry3.91Extrinsic Value100Contract SizeAmericanOptions Type0.7595Delta0.0136Gamma4.93Leverage Ratio-0.1191Theta0.0366Rho3.75Eff Leverage0.0698Vega