0.39Open0.24Pre Close927 Volume346 Open Interest442.50Strike Price11.59KTurnover95.60%IV27.91%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0078Delta0.0006Gamma4325.12Leverage Ratio-0.0647Theta0.0003Rho33.53Eff Leverage0.0076Vega