29.80Open31.25Pre Close4 Volume40 Open Interest140.00Strike Price11.92KTurnover60.57%IV0.37%PremiumDec 20, 2024Expiry Date29.17Intrinsic Value100Multiplier16DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type0.9390Delta0.0055Gamma5.63Leverage Ratio-0.0934Theta0.0584Rho5.29Eff Leverage0.0435Vega