0.65Open0.90Pre Close200 Volume676 Open Interest45.00Strike Price11.68KTurnover44.13%IV3.19%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.3800Delta0.1631Gamma73.65Leverage Ratio-0.0907Theta0.0023Rho27.99Eff Leverage0.0201Vega