2.26Open1.70Pre Close55 Volume164 Open Interest120.00Strike Price11.67KTurnover722.22%IV0.21%PremiumDec 6, 2024Expiry Date2.01Intrinsic Value100Multiplier0DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.8517Delta0.1135Gamma46.27Leverage Ratio-112.1781Theta0.0000Rho-39.41Eff Leverage0.0007Vega