0.60Open0.58Pre Close226 Volume413 Open Interest123.00Strike Price11.80KTurnover23.07%IV1.53%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.3665Delta0.1211Gamma158.22Leverage Ratio-0.1432Theta0.0054Rho57.98Eff Leverage0.0507Vega