3.70Open2.49Pre Close31 Volume79 Open Interest22.00Strike Price11.65KTurnover85.16%IV3.79%PremiumDec 20, 2024Expiry Date3.29Intrinsic Value100Multiplier28DDays to Expiry0.71Extrinsic Value100Contract SizeAmericanOptions Type-0.7099Delta0.0779Gamma4.74Leverage Ratio-0.0251Theta-0.0110Rho-3.36Eff Leverage0.0179Vega