0.41Open0.35Pre Close300 Volume2.55K Open Interest30.50Strike Price11.51KTurnover37.92%IV1.57%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type-0.4577Delta0.3668Gamma82.73Leverage Ratio-0.0722Theta-0.0012Rho-37.87Eff Leverage0.0113Vega