1.01Open0.66Pre Close114 Volume352 Open Interest99.00Strike Price11.77KTurnover50.06%IV2.35%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.94Extrinsic Value100Contract SizeAmericanOptions Type0.3844Delta0.1032Gamma104.99Leverage Ratio-0.3902Theta0.0021Rho40.36Eff Leverage0.0283Vega