32.60Open28.95Pre Close4 Volume163 Open Interest80.00Strike Price11.86KTurnover104.24%IV0.52%PremiumDec 20, 2024Expiry Date28.44Intrinsic Value100Multiplier25DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.8972Delta0.0061Gamma3.58Leverage Ratio-0.1141Theta0.0455Rho3.21Eff Leverage0.0506Vega