4.35Open5.75Pre Close23 Volume136 Open Interest75.00Strike Price11.99KTurnover57.87%IV-0.14%PremiumDec 13, 2024Expiry Date5.10Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9496Delta0.0365Gamma13.57Leverage Ratio-0.0478Theta-0.0027Rho-12.89Eff Leverage0.0053Vega