4.80Open4.50Pre Close26 Volume1.64K Open Interest50.00Strike Price11.34KTurnover41.60%IV2.21%PremiumDec 20, 2024Expiry Date2.93Intrinsic Value100Multiplier24DDays to Expiry1.17Extrinsic Value100Contract SizeAmericanOptions Type0.7309Delta0.0587Gamma13.07Leverage Ratio-0.0434Theta0.0226Rho9.55Eff Leverage0.0447Vega