0.26Open0.37Pre Close641 Volume4.69K Open Interest55.00Strike Price11.23KTurnover92.90%IV12.50%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.0828Delta0.0372Gamma297.16Leverage Ratio-0.0927Theta0.0003Rho24.61Eff Leverage0.0067Vega