0.80Open1.49Pre Close96 Volume499 Open Interest37.50Strike Price11.72KTurnover97.44%IV2.69%PremiumDec 6, 2024Expiry Date0.10Intrinsic Value100Multiplier2DDays to Expiry1.01Extrinsic Value100Contract SizeAmericanOptions Type0.5270Delta0.1395Gamma29.49Leverage Ratio-0.2965Theta0.0011Rho15.54Eff Leverage0.0117Vega