39.12Open39.95Pre Close3 Volume173 Open Interest75.00Strike Price11.85KTurnover299.46%IV0.23%PremiumDec 20, 2024Expiry Date39.14Intrinsic Value100Multiplier3DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.9517Delta0.0032Gamma2.87Leverage Ratio-0.4508Theta0.0058Rho2.73Eff Leverage0.0105Vega