0.81Open0.68Pre Close195 Volume1.58K Open Interest14.00Strike Price11.64KTurnover187.84%IV0.45%PremiumDec 13, 2024Expiry Date0.60Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.8663Delta0.3533Gamma20.62Leverage Ratio-0.2975Theta-0.0001Rho-17.86Eff Leverage0.0007Vega