0.08Open0.07Pre Close539 Volume427 Open Interest10.00Strike Price11.65KTurnover511.68%IV0.53%PremiumDec 27, 2024Expiry Date0.58Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.8152Delta0.4337Gamma15.19Leverage Ratio-1.3800Theta0.0000Rho-12.38Eff Leverage0.0003Vega