0.35Open0.30Pre Close449 Volume678 Open Interest21.00Strike Price11.79KTurnover157.32%IV4.87%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.1919Delta0.2372Gamma175.60Leverage Ratio-0.3896Theta0.0000Rho-33.70Eff Leverage0.0020Vega