0.60Open0.85Pre Close246 Volume645 Open Interest62.00Strike Price11.98KTurnover26.31%IV1.71%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.3491Delta0.2137Gamma129.35Leverage Ratio-0.0827Theta0.0024Rho45.15Eff Leverage0.0243Vega