3.40Open4.61Pre Close55 Volume71 Open Interest66.00Strike Price11.99KTurnover190.32%IV0.41%PremiumDec 6, 2024Expiry Date0.85Intrinsic Value100Multiplier0DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.6894Delta0.2170Gamma53.18Leverage Ratio-4.6561Theta-0.0001Rho-36.66Eff Leverage0.0030Vega