0.12Open0.12Pre Close613 Volume3.39K Open Interest43.00Strike Price11.61KTurnover21.37%IV1.15%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1973Delta0.5509Gamma773.82Leverage Ratio-0.0548Theta0.0003Rho152.70Eff Leverage0.0065Vega