0.45Open0.46Pre Close215 Volume741 Open Interest6.00Strike Price11.98KTurnover66.52%IV0.70%PremiumNov 1, 2024Expiry Date0.57Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8845Delta0.4192Gamma11.85Leverage Ratio-0.0111Theta0.0006Rho10.48Eff Leverage0.0014Vega