0.65Open0.65Pre Close107 Volume923 Open Interest52.50Strike Price11.86KTurnover42.16%IV7.77%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry1.30Extrinsic Value100Contract SizeAmericanOptions Type0.3570Delta0.0667Gamma39.15Leverage Ratio-0.0428Theta0.0117Rho13.98Eff Leverage0.0495Vega