2.29Open2.05Pre Close40 Volume134 Open Interest155.00Strike Price11.61KTurnover60.52%IV0.03%PremiumDec 6, 2024Expiry Date2.78Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9354Delta0.0714Gamma56.35Leverage Ratio-0.8764Theta0.0005Rho52.71Eff Leverage0.0037Vega