0.11Open0.18Pre Close1.67K Volume3.25K Open Interest415.00Strike Price11.91KTurnover32.72%IV4.99%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0166Delta0.0038Gamma6718.69Leverage Ratio-0.0613Theta-0.0004Rho-111.63Eff Leverage0.0137Vega