0.10Open0.10Pre Close504 Volume631 Open Interest9.00Strike Price11.81KTurnover2017.03%IV0.67%PremiumDec 27, 2024Expiry Date0.07Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.7058Delta2.5324Gamma89.30Leverage Ratio-114.4840Theta0.0000Rho-63.02Eff Leverage0.0000Vega