1.65Open1.75Pre Close49 Volume243 Open Interest125.00Strike Price11.64KTurnover35.26%IV2.81%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry2.53Extrinsic Value100Contract SizeAmericanOptions Type-0.4293Delta0.0492Gamma48.00Leverage Ratio-0.1294Theta-0.0165Rho-20.61Eff Leverage0.0891Vega