11.95Open11.55Pre Close3 Volume0 Open Interest5.00Strike Price3.57KTurnover603.10%IV0.84%PremiumDec 20, 2024Expiry Date11.72Intrinsic Value100Multiplier4DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.9881Delta0.0030Gamma1.42Leverage Ratio-0.0343Theta0.0005Rho1.40Eff Leverage0.0005Vega