0.48Open0.58Pre Close250 Volume49 Open Interest139.00Strike Price11.56KTurnover49.13%IV5.19%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.1725Delta0.0402Gamma230.70Leverage Ratio-0.2351Theta0.0021Rho39.80Eff Leverage0.0330Vega