0.17Open0.41Pre Close645 Volume1.06K Open Interest37.50Strike Price11.75KTurnover25.24%IV0.56%PremiumNov 29, 2024Expiry Date0.05Intrinsic Value100Multiplier1DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.5302Delta0.7335Gamma156.04Leverage Ratio-0.1238Theta-0.0006Rho-82.74Eff Leverage0.0086Vega