0.11Open0.18Pre Close1.67K Volume3.25K Open Interest415.00Strike Price11.91KTurnover33.05%IV5.02%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0164Delta0.0038Gamma6721.08Leverage Ratio-0.0613Theta-0.0004Rho-110.54Eff Leverage0.0136Vega