0.59Open3.83Pre Close196.15K Volume2.69K Open Interest586.00Strike Price11.92MTurnover88.96%IV0.06%PremiumDec 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.4425Delta0.5682Gamma2254.23Leverage Ratio-217.0186Theta0.0000Rho-997.53Eff Leverage0.0031Vega