11.52Open11.40Pre Close3 Volume3 Open Interest40.00Strike Price3.45KTurnover84.97%IV-0.31%PremiumDec 20, 2024Expiry Date11.66Intrinsic Value100Multiplier18DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9260Delta0.0142Gamma4.27Leverage Ratio-0.0413Theta0.0180Rho3.95Eff Leverage0.0163Vega