1.15Open0.84Pre Close100 Volume479 Open Interest3.50Strike Price11.50KTurnover184.42%IV0.11%PremiumDec 6, 2024Expiry Date1.15Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9833Delta0.0634Gamma4.13Leverage Ratio-0.0043Theta0.0002Rho4.06Eff Leverage0.0001Vega