0.40Open0.40Pre Close1.38K Volume2.96K Open Interest10.00Strike Price11.71KTurnover2536.54%IV7.70%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1329Delta0.2961Gamma215.60Leverage Ratio-30.0250Theta0.0000Rho-28.65Eff Leverage0.0001Vega