0.34Open0.27Pre Close456 Volume491 Open Interest27.50Strike Price11.54KTurnover38.09%IV3.20%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.2942Delta0.3127Gamma134.30Leverage Ratio-0.0476Theta0.0009Rho39.51Eff Leverage0.0100Vega