4.00Open3.30Pre Close27 Volume1.11K Open Interest57.00Strike Price11.85KTurnover63.96%IV0.81%PremiumDec 20, 2024Expiry Date4.45Intrinsic Value100Multiplier3DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.8932Delta0.0481Gamma13.14Leverage Ratio-0.1029Theta0.0048Rho11.74Eff Leverage0.0110Vega