0.86Open0.72Pre Close80 Volume609 Open Interest21.50Strike Price11.87KTurnover148.37%IV2.14%PremiumDec 6, 2024Expiry Date1.37Intrinsic Value100Multiplier3DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type-0.6741Delta0.1407Gamma10.74Leverage Ratio-0.1834Theta-0.0011Rho-7.24Eff Leverage0.0062Vega