0.09Open0.15Pre Close600 Volume2.78K Open Interest76.00Strike Price11.66KTurnover35.55%IV4.34%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.1679Delta0.0919Gamma332.00Leverage Ratio-0.0862Theta0.0013Rho55.73Eff Leverage0.0193Vega