0.70Open0.56Pre Close137 Volume9 Open Interest260.00Strike Price11.64KTurnover43.53%IV5.21%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.91Extrinsic Value100Contract SizeAmericanOptions Type-0.1691Delta0.0170Gamma198.78Leverage Ratio-0.3254Theta-0.0070Rho-33.60Eff Leverage0.0861Vega