0.46Open0.40Pre Close250 Volume685 Open Interest34.50Strike Price11.77KTurnover25.02%IV0.70%PremiumDec 27, 2024Expiry Date0.09Intrinsic Value100Multiplier2DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.5461Delta0.6055Gamma112.82Leverage Ratio-0.0686Theta-0.0010Rho-61.61Eff Leverage0.0104Vega