2.69Open4.10Pre Close23 Volume1.16K Open Interest210.00Strike Price11.84KTurnover42.30%IV0.10%PremiumDec 20, 2024Expiry Date5.80Intrinsic Value100Multiplier1DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.8916Delta0.0384Gamma32.16Leverage Ratio-0.2300Theta-0.0050Rho-28.67Eff Leverage0.0216Vega