11.21Open12.30Pre Close11 Volume47 Open Interest75.00Strike Price12.40KTurnover27.06%IV-0.35%PremiumDec 20, 2024Expiry Date11.61Intrinsic Value100Multiplier23DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9852Delta0.0063Gamma7.31Leverage Ratio-0.0133Theta0.0471Rho7.20Eff Leverage0.0082Vega