0.20Open0.28Pre Close846 Volume2.17K Open Interest165.00Strike Price11.39KTurnover46.70%IV2.09%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0989Delta0.0908Gamma2807.58Leverage Ratio-0.7453Theta-0.0001Rho-277.74Eff Leverage0.0071Vega