20.26Open20.65Pre Close6 Volume11 Open Interest155.00Strike Price11.61KTurnover301.22%IV0.13%PremiumDec 13, 2024Expiry Date18.93Intrinsic Value100Multiplier0DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.9315Delta0.0098Gamma9.38Leverage Ratio-3.5646Theta0.0010Rho8.73Eff Leverage0.0059Vega