0.45Open0.80Pre Close207 Volume11 Open Interest185.00Strike Price11.49KTurnover17.25%IV4.54%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.1391Delta0.0267Gamma321.97Leverage Ratio-0.0377Theta-0.0149Rho-44.78Eff Leverage0.1065Vega