0.95Open0.75Pre Close126 Volume2.80K Open Interest6.00Strike Price11.62KTurnover94.43%IV2.13%PremiumDec 20, 2024Expiry Date0.58Intrinsic Value100Multiplier10DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.7520Delta0.3104Gamma8.77Leverage Ratio-0.0172Theta0.0011Rho6.60Eff Leverage0.0034Vega