0.30Open0.50Pre Close380 Volume501 Open Interest17.00Strike Price11.85KTurnover37.16%IV6.61%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.3128Delta0.2479Gamma58.84Leverage Ratio-0.0129Theta0.0027Rho18.40Eff Leverage0.0136Vega