0.90Open0.90Pre Close115 Volume1.18K Open Interest55.00Strike Price11.34KTurnover36.11%IV4.98%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type0.3544Delta0.0952Gamma60.86Leverage Ratio-0.0511Theta0.0074Rho21.57Eff Leverage0.0403Vega