1.11Open0.75Pre Close101 Volume1.76K Open Interest18.00Strike Price11.64KTurnover53.48%IV3.93%PremiumDec 20, 2024Expiry Date0.45Intrinsic Value100Multiplier22DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type-0.5438Delta0.1725Gamma15.26Leverage Ratio-0.0198Theta-0.0057Rho-8.30Eff Leverage0.0171Vega