0.95Open0.75Pre Close126 Volume2.80K Open Interest6.00Strike Price11.62KTurnover93.80%IV2.13%PremiumDec 20, 2024Expiry Date0.58Intrinsic Value100Multiplier10DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.7520Delta0.3105Gamma8.77Leverage Ratio-0.0170Theta0.0011Rho6.60Eff Leverage0.0034Vega