3.30Open3.50Pre Close34 Volume230 Open Interest22.00Strike Price11.56KTurnover66.01%IV0.96%PremiumDec 20, 2024Expiry Date3.23Intrinsic Value100Multiplier17DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.8472Delta0.0902Gamma5.52Leverage Ratio-0.0164Theta-0.0069Rho-4.68Eff Leverage0.0097Vega