0.11Open0.28Pre Close1.01K Volume962 Open Interest40.50Strike Price11.74KTurnover77.80%IV11.52%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0481Delta0.0433Gamma808.00Leverage Ratio-0.0362Theta0.0001Rho38.86Eff Leverage0.0030Vega