23.25Open23.69Pre Close5 Volume1.90K Open Interest67.50Strike Price11.69KTurnover223.34%IV0.09%PremiumDec 20, 2024Expiry Date23.80Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.9340Delta0.0065Gamma3.73Leverage Ratio-0.3443Theta0.0057Rho3.49Eff Leverage0.0113Vega