0.08Open0.11Pre Close2.58K Volume9.98K Open Interest14.50Strike Price11.56KTurnover77.78%IV9.16%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0410Delta0.0995Gamma1062.67Leverage Ratio-0.0139Theta0.0000Rho-43.60Eff Leverage0.0010Vega