0.46Open0.40Pre Close250 Volume685 Open Interest34.50Strike Price11.77KTurnover28.18%IV0.70%PremiumDec 27, 2024Expiry Date0.09Intrinsic Value100Multiplier1DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.5472Delta0.6070Gamma112.82Leverage Ratio-0.0930Theta-0.0008Rho-61.74Eff Leverage0.0092Vega