1.75Open1.24Pre Close73 Volume193 Open Interest27.00Strike Price11.63KTurnover40.22%IV2.34%PremiumDec 20, 2024Expiry Date0.80Intrinsic Value100Multiplier27DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.6366Delta0.1223Gamma16.35Leverage Ratio-0.0230Theta0.0121Rho10.41Eff Leverage0.0286Vega