0.04Open0.07Pre Close3.03K Volume2.68K Open Interest522.00Strike Price11.51KTurnover57.97%IV2.53%PremiumDec 18, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0079Delta0.0038Gamma35702.00Leverage Ratio-0.4392Theta0.0000Rho-281.64Eff Leverage0.0021Vega