0.38Open0.53Pre Close259 Volume537 Open Interest545.00Strike Price11.97KTurnover223.32%IV34.51%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry1.10Extrinsic Value100Contract SizeAmericanOptions Type0.0400Delta0.0013Gamma408.04Leverage Ratio-0.9344Theta0.0008Rho16.32Eff Leverage0.0252Vega