0.39Open0.24Pre Close927 Volume346 Open Interest442.50Strike Price11.59KTurnover95.96%IV27.82%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0077Delta0.0006Gamma4328.13Leverage Ratio-0.0648Theta0.0003Rho33.49Eff Leverage0.0076Vega