0.87Open5.80Pre Close132 Volume9 Open Interest21330.00Strike Price11.85KTurnover38.08%IV1.74%PremiumDec 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.25Extrinsic Value100Contract SizeEuropeanOptions Type-0.0036Delta0.0001Gamma144723.08Leverage Ratio-7.2231Theta-0.0002Rho-513.77Eff Leverage0.0385Vega