0.85Open1.16Pre Close364 Volume775 Open Interest31.00Strike Price11.50KTurnover47.33%IV1.01%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.4111Delta0.5843Gamma158.15Leverage Ratio-0.1763Theta0.0003Rho65.02Eff Leverage0.0055Vega