3.83Open2.80Pre Close30 Volume423 Open Interest1.50Strike Price11.79KTurnover430.18%IV4.18%PremiumJan 17, 2025Expiry Date3.76Intrinsic Value100Multiplier11DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.9801Delta0.0123Gamma1.38Leverage Ratio-0.0084Theta0.0004Rho1.36Eff Leverage0.0004Vega
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