0.04Open0.07Pre Close301 Volume122 Open Interest14.50Strike Price11.74KTurnover102.36%IV3.71%PremiumDec 27, 2024Expiry Date0.06Intrinsic Value100Multiplier3DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.5379Delta0.2789Gamma24.27Leverage Ratio-0.0933Theta0.0007Rho13.05Eff Leverage0.0055Vega