20.26Open20.65Pre Close6 Volume11 Open Interest155.00Strike Price11.61KTurnover325.13%IV1.06%PremiumDec 13, 2024Expiry Date17.33Intrinsic Value100Multiplier0DDays to Expiry1.83Extrinsic Value100Contract SizeAmericanOptions Type0.9376Delta0.0101Gamma9.85Leverage Ratio-4.2284Theta0.0007Rho9.23Eff Leverage0.0046Vega