2.26Open1.70Pre Close55 Volume0 Open Interest120.00Strike Price11.67KTurnover722.22%IV0.21%PremiumDec 6, 2024Expiry Date2.01Intrinsic Value100Multiplier-2DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.8517Delta0.1135Gamma52.21Leverage Ratio-112.1781Theta0.0000Rho-44.46Eff Leverage0.0007Vega