0.48Open0.32Pre Close256 Volume682 Open Interest82.00Strike Price11.41KTurnover16.58%IV0.33%PremiumNov 29, 2024Expiry Date0.25Intrinsic Value100Multiplier2DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.6014Delta0.3534Gamma140.60Leverage Ratio-0.1075Theta0.0031Rho84.55Eff Leverage0.0254Vega