1.52Open2.35Pre Close255 Volume309 Open Interest134.00Strike Price11.27KTurnover375.74%IV1.01%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.4348Delta0.1934Gamma409.11Leverage Ratio-68.5203Theta0.0000Rho177.89Eff Leverage0.0021Vega