0.55Open0.68Pre Close230 Volume286 Open Interest48.00Strike Price11.29KTurnover771.67%IV0.25%PremiumDec 20, 2024Expiry Date0.45Intrinsic Value100Multiplier-2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.8616Delta0.5157Gamma83.42Leverage Ratio-94.4454Theta0.0000Rho-71.87Eff Leverage0.0001Vega