1.40Open1.80Pre Close86 Volume1.73K Open Interest55.00Strike Price11.97KTurnover41.07%IV5.67%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry1.25Extrinsic Value100Contract SizeAmericanOptions Type0.3961Delta0.0746Gamma38.71Leverage Ratio-0.0517Theta0.0110Rho15.33Eff Leverage0.0485Vega