0.17Open0.41Pre Close645 Volume1.06K Open Interest37.50Strike Price11.75KTurnover43.06%IV0.56%PremiumNov 29, 2024Expiry Date0.05Intrinsic Value100Multiplier0DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.5328Delta0.7384Gamma156.04Leverage Ratio-0.2675Theta-0.0002Rho-83.14Eff Leverage0.0050Vega