0.20Open0.24Pre Close511 Volume1.41K Open Interest26.00Strike Price11.96KTurnover90.96%IV7.32%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.2224Delta0.1598Gamma106.30Leverage Ratio-0.1118Theta0.0004Rho23.64Eff Leverage0.0061Vega