4.50Open4.70Pre Close26 Volume199 Open Interest28.00Strike Price11.99KTurnover9196.00%IV0.77%PremiumDec 13, 2024Expiry Date4.52Intrinsic Value100Multiplier0DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.8989Delta0.0575Gamma5.05Leverage Ratio-359.5060Theta0.0000Rho-4.54Eff Leverage0.0001Vega