0.90Open0.90Pre Close116 Volume1.18K Open Interest55.00Strike Price11.45KTurnover35.86%IV5.40%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry1.05Extrinsic Value100Contract SizeAmericanOptions Type0.3433Delta0.0954Gamma62.56Leverage Ratio-0.0502Theta0.0071Rho21.48Eff Leverage0.0395Vega