0.34Open0.36Pre Close268 Volume1.33K Open Interest37.00Strike Price11.32KTurnover117.74%IV8.44%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.2339Delta0.0966Gamma69.90Leverage Ratio-0.2265Theta0.0005Rho16.35Eff Leverage0.0083Vega