11.52Open11.40Pre Close3 Volume3 Open Interest40.00Strike Price3.45KTurnover79.80%IV-0.31%PremiumDec 20, 2024Expiry Date11.66Intrinsic Value100Multiplier20DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9274Delta0.0141Gamma4.27Leverage Ratio-0.0368Theta0.0202Rho3.96Eff Leverage0.0169Vega