0.05Open0.04Pre Close4.50K Volume5.88K Open Interest519.00Strike Price11.95KTurnover55.26%IV1.62%PremiumDec 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0083Delta0.0063Gamma52756.00Leverage Ratio-0.6503Theta0.0000Rho-440.37Eff Leverage0.0015Vega