0.40Open0.40Pre Close1.14K Volume2.18K Open Interest27.50Strike Price11.94KTurnover88.89%IV4.44%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1284Delta0.2206Gamma439.67Leverage Ratio-0.1650Theta0.0001Rho56.44Eff Leverage0.0022Vega