0.88Open0.57Pre Close150 Volume358 Open Interest129.00Strike Price11.46KTurnover266.07%IV0.05%PremiumDec 13, 2024Expiry Date0.24Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.7054Delta0.9834Gamma415.35Leverage Ratio-161.1142Theta0.0000Rho-293.01Eff Leverage0.0005Vega