0.55Open0.40Pre Close203 Volume3.00K Open Interest17.50Strike Price11.17KTurnover67.86%IV12.68%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type0.3608Delta0.1285Gamma24.75Leverage Ratio-0.0218Theta0.0037Rho8.93Eff Leverage0.0161Vega