0.34Open0.27Pre Close456 Volume111 Open Interest27.50Strike Price11.54KTurnover37.52%IV3.20%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.2943Delta0.3128Gamma134.30Leverage Ratio-0.0462Theta0.0009Rho39.52Eff Leverage0.0101Vega