0.15Open0.24Pre Close409 Volume477 Open Interest23.50Strike Price11.61KTurnover64.47%IV4.30%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.2981Delta0.2828Gamma101.33Leverage Ratio-0.0907Theta0.0005Rho30.21Eff Leverage0.0066Vega
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