0.51Open1.36Pre Close754 Volume397 Open Interest87.00Strike Price11.27KTurnover39.20%IV0.61%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.2004Delta0.3905Gamma824.57Leverage Ratio-0.6196Theta0.0001Rho165.22Eff Leverage0.0051Vega