0.80Open0.91Pre Close169 Volume609 Open Interest18.00Strike Price11.79KTurnover43.79%IV0.83%PremiumDec 20, 2024Expiry Date0.56Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.7329Delta0.4132Gamma26.84Leverage Ratio-0.0327Theta-0.0013Rho-19.67Eff Leverage0.0060Vega