0.95Open0.80Pre Close78 Volume1.62K Open Interest42.50Strike Price11.59KTurnover34.72%IV2.65%PremiumDec 20, 2024Expiry Date0.20Intrinsic Value100Multiplier16DDays to Expiry1.13Extrinsic Value100Contract SizeAmericanOptions Type0.5506Delta0.1279Gamma31.05Leverage Ratio-0.0418Theta0.0096Rho17.10Eff Leverage0.0353Vega