0.40Open0.50Pre Close533 Volume62 Open Interest25.50Strike Price11.29KTurnover77.85%IV3.18%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1659Delta0.3610Gamma413.50Leverage Ratio-0.1849Theta0.0001Rho68.59Eff Leverage0.0022Vega