0.51Open1.36Pre Close763 Volume397 Open Interest87.00Strike Price11.35KTurnover36.27%IV1.00%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1769Delta0.4120Gamma1567.64Leverage Ratio-0.5574Theta0.0001Rho277.39Eff Leverage0.0045Vega