0.20Open0.10Pre Close469 Volume414 Open Interest22.50Strike Price11.58KTurnover68.78%IV1.21%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.4233Delta0.6825Gamma127.89Leverage Ratio-0.2282Theta0.0001Rho54.13Eff Leverage0.0033Vega