0.70Open0.52Pre Close252 Volume402 Open Interest38.50Strike Price11.57KTurnover57.88%IV4.06%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.3253Delta0.1729Gamma87.14Leverage Ratio-0.1198Theta0.0011Rho28.34Eff Leverage0.0130Vega