4.25Open2.97Pre Close36 Volume496 Open Interest80.00Strike Price11.76KTurnover106.10%IV0.38%PremiumDec 13, 2024Expiry Date1.90Intrinsic Value100Multiplier0DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.7589Delta0.1109Gamma35.45Leverage Ratio-1.1702Theta0.0006Rho26.91Eff Leverage0.0083Vega