4.62Open4.60Pre Close27 Volume1.93K Open Interest80.00Strike Price11.83KTurnover32.42%IV0.07%PremiumDec 20, 2024Expiry Date4.50Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.9636Delta0.0399Gamma16.97Leverage Ratio-0.0157Theta-0.0041Rho-16.35Eff Leverage0.0062Vega