11.92Open11.25Pre Close36 Volume12 Open Interest13.00Strike Price43.66KTurnover595.67%IV1.13%PremiumNov 29, 2024Expiry Date11.87Intrinsic Value100Multiplier3DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.9218Delta0.0102Gamma1.99Leverage Ratio-0.3000Theta0.0010Rho1.83Eff Leverage0.0035Vega