0.38Open0.20Pre Close471 Volume375 Open Interest44.00Strike Price11.67KTurnover109.93%IV17.41%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.0941Delta0.0392Gamma209.00Leverage Ratio-0.0856Theta0.0004Rho19.67Eff Leverage0.0065Vega