1.65Open1.75Pre Close49 Volume260 Open Interest125.00Strike Price11.64KTurnover34.97%IV2.81%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry2.53Extrinsic Value100Contract SizeAmericanOptions Type-0.4282Delta0.0508Gamma49.81Leverage Ratio-0.1316Theta-0.0157Rho-21.32Eff Leverage0.0869Vega