0.51Open1.36Pre Close763 Volume397 Open Interest87.00Strike Price11.35KTurnover38.02%IV0.87%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1617Delta0.3788Gamma1438.83Leverage Ratio-0.5606Theta0.0001Rho232.68Eff Leverage0.0042Vega