0.46Open0.40Pre Close250 Volume685 Open Interest34.50Strike Price11.77KTurnover22.41%IV0.70%PremiumDec 27, 2024Expiry Date0.09Intrinsic Value100Multiplier2DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.5448Delta0.6037Gamma112.82Leverage Ratio-0.0525Theta-0.0013Rho-61.46Eff Leverage0.0116Vega