0.60Open0.60Pre Close213 Volume845 Open Interest7.00Strike Price11.84KTurnover218.54%IV5.07%PremiumDec 6, 2024Expiry Date0.10Intrinsic Value100Multiplier4DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.5719Delta0.2308Gamma9.79Leverage Ratio-0.0815Theta0.0004Rho5.60Eff Leverage0.0031Vega