0.20Open0.18Pre Close630 Volume21.29K Open Interest35.00Strike Price11.56KTurnover46.50%IV6.28%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.2136Delta0.0981Gamma99.01Leverage Ratio-0.0396Theta-0.0023Rho-21.15Eff Leverage0.0186Vega