0.90Open0.90Pre Close114 Volume1.18K Open Interest55.00Strike Price11.25KTurnover36.47%IV5.12%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.93Extrinsic Value100Contract SizeAmericanOptions Type0.3586Delta0.0945Gamma62.59Leverage Ratio-0.0518Theta0.0075Rho22.45Eff Leverage0.0405Vega