0.01Open0.03Pre Close737 Volume65 Open Interest11.50Strike Price11.66KTurnover114.88%IV14.22%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1683Delta0.2035Gamma88.39Leverage Ratio-0.0377Theta0.0002Rho14.88Eff Leverage0.0027Vega