0.80Open0.47Pre Close148 Volume1.35K Open Interest36.00Strike Price11.85KTurnover64.52%IV0.72%PremiumDec 6, 2024Expiry Date0.56Intrinsic Value100Multiplier1DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.6891Delta0.2575Gamma44.85Leverage Ratio-0.2431Theta0.0008Rho30.91Eff Leverage0.0075Vega