39.12Open39.95Pre Close3 Volume173 Open Interest75.00Strike Price11.85KTurnover291.83%IV0.08%PremiumDec 20, 2024Expiry Date39.31Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.9554Delta0.0031Gamma2.86Leverage Ratio-0.4079Theta0.0059Rho2.74Eff Leverage0.0099Vega