0.37Open1.80Pre Close324 Volume267 Open Interest15.00Strike Price11.74KTurnover91.58%IV4.26%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.4053Delta0.2962Gamma38.13Leverage Ratio-0.0854Theta-0.0006Rho-15.45Eff Leverage0.0055Vega