0.03Open0.04Pre Close1.06K Volume2.70K Open Interest72.00Strike Price11.22KTurnover17.46%IV1.59%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.2202Delta0.2561Gamma525.93Leverage Ratio-0.0570Theta0.0013Rho115.80Eff Leverage0.0196Vega