39.12Open39.95Pre Close3 Volume173 Open Interest75.00Strike Price11.85KTurnover236.86%IV0.63%PremiumDec 20, 2024Expiry Date38.68Intrinsic Value100Multiplier3DDays to Expiry0.72Extrinsic Value100Contract SizeAmericanOptions Type0.9782Delta0.0021Gamma2.87Leverage Ratio-0.1682Theta0.0062Rho2.81Eff Leverage0.0055Vega