0.11Open0.07Pre Close907 Volume1.89K Open Interest12.00Strike Price11.46KTurnover148.87%IV9.44%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.2257Delta0.1935Gamma60.60Leverage Ratio-0.1050Theta-0.0002Rho-13.68Eff Leverage0.0031Vega