0.20Open0.17Pre Close2.05K Volume2.76K Open Interest7.00Strike Price11.63KTurnover655.40%IV29.60%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0350Delta0.0385Gamma330.00Leverage Ratio-0.2110Theta0.0000Rho-11.56Eff Leverage0.0002Vega