0.05Open0.03Pre Close1.98K Volume2 Open Interest2.00Strike Price11.46KTurnover220.14%IV48.55%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2577Delta0.5473Gamma18.40Leverage Ratio-0.0070Theta0.0001Rho4.74Eff Leverage0.0009Vega