0.24Open0.36Pre Close762 Volume3.12K Open Interest121.00Strike Price11.33KTurnover25.02%IV2.84%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1408Delta0.0794Gamma589.25Leverage Ratio-0.0934Theta0.0015Rho82.98Eff Leverage0.0251Vega