0.90Open0.90Pre Close116 Volume1.18K Open Interest55.00Strike Price11.45KTurnover36.24%IV5.40%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry1.05Extrinsic Value100Contract SizeAmericanOptions Type0.3432Delta0.0953Gamma62.56Leverage Ratio-0.0512Theta0.0070Rho21.47Eff Leverage0.0391Vega