11.94Open14.51Pre Close3 Volume1.39K Open Interest60.00Strike Price3.74KTurnover111.65%IV0.11%PremiumDec 20, 2024Expiry Date12.55Intrinsic Value100Multiplier6DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.9135Delta0.0147Gamma5.56Leverage Ratio-0.1345Theta0.0093Rho5.08Eff Leverage0.0152Vega