37.68Open26.97Pre Close3 Volume0 Open Interest259.00Strike Price11.30KTurnover6654.91%IV0.27%PremiumDec 20, 2024Expiry Date37.08Intrinsic Value100Multiplier0DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.9772Delta0.0032Gamma5.97Leverage Ratio-883.8319Theta0.0000Rho-5.83Eff Leverage0.0001Vega