19.52Open17.97Pre Close6 Volume1 Open Interest126.00Strike Price11.64KTurnover145.49%IV-0.10%PremiumDec 27, 2024Expiry Date19.58Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9794Delta0.0047Gamma7.40Leverage Ratio-0.2828Theta0.0030Rho7.25Eff Leverage0.0036Vega