0.60Open0.26Pre Close172 Volume1.39K Open Interest23.00Strike Price11.49KTurnover42.31%IV0.60%PremiumDec 20, 2024Expiry Date0.35Intrinsic Value100Multiplier1DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.7748Delta0.6293Gamma56.27Leverage Ratio-0.0872Theta0.0004Rho43.59Eff Leverage0.0034Vega