0.08Open0.11Pre Close2.58K Volume8.96K Open Interest14.50Strike Price11.56KTurnover98.06%IV9.16%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0500Delta0.1102Gamma797.00Leverage Ratio-0.0199Theta0.0000Rho-39.87Eff Leverage0.0010Vega