0.69Open0.71Pre Close203 Volume3.38K Open Interest51.00Strike Price11.75KTurnover41.46%IV2.17%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.59Extrinsic Value100Contract SizeAmericanOptions Type0.4079Delta0.1970Gamma85.58Leverage Ratio-0.1306Theta0.0018Rho34.91Eff Leverage0.0185Vega