0.20Open0.18Pre Close630 Volume21.49K Open Interest35.00Strike Price11.56KTurnover47.41%IV6.28%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.2137Delta0.0982Gamma99.01Leverage Ratio-0.0412Theta-0.0022Rho-21.16Eff Leverage0.0182Vega