38.50Open43.20Pre Close3 Volume89 Open Interest90.00Strike Price11.55KTurnover103.65%IV0.41%PremiumDec 20, 2024Expiry Date37.97Intrinsic Value100Multiplier14DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type0.9662Delta0.0029Gamma3.32Leverage Ratio-0.0768Theta0.0333Rho3.21Eff Leverage0.0190Vega