1.11Open0.75Pre Close101 Volume1.76K Open Interest18.00Strike Price11.64KTurnover54.11%IV3.93%PremiumDec 20, 2024Expiry Date0.45Intrinsic Value100Multiplier21DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type-0.5440Delta0.1726Gamma15.26Leverage Ratio-0.0203Theta-0.0055Rho-8.30Eff Leverage0.0169Vega