0.90Open0.90Pre Close116 Volume1.18K Open Interest55.00Strike Price11.45KTurnover35.67%IV4.96%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry1.05Extrinsic Value100Contract SizeAmericanOptions Type0.3575Delta0.0967Gamma56.21Leverage Ratio-0.0508Theta0.0075Rho20.09Eff Leverage0.0404Vega