0.80Open0.90Pre Close140 Volume10.81K Open Interest17.00Strike Price11.98KTurnover58.96%IV6.74%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.95Extrinsic Value100Contract SizeAmericanOptions Type-0.4310Delta0.1487Gamma18.61Leverage Ratio-0.0202Theta-0.0051Rho-8.02Eff Leverage0.0177Vega