0.81Open0.72Pre Close120 Volume769 Open Interest9.00Strike Price11.84KTurnover53.67%IV3.81%PremiumDec 20, 2024Expiry Date0.59Intrinsic Value100Multiplier27DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.7010Delta0.2487Gamma10.65Leverage Ratio-0.0098Theta0.0043Rho7.47Eff Leverage0.0090Vega