11.50Open10.10Pre Close9 Volume11 Open Interest65.00Strike Price12.27KTurnover100.33%IV5.11%PremiumDec 20, 2024Expiry Date11.46Intrinsic Value100Multiplier31DDays to Expiry3.91Extrinsic Value100Contract SizeAmericanOptions Type0.7618Delta0.0138Gamma4.97Leverage Ratio-0.1168Theta0.0368Rho3.79Eff Leverage0.0693Vega