0.52Open0.46Pre Close205 Volume136 Open Interest11.00Strike Price11.23KTurnover133.78%IV5.95%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type0.4633Delta0.3801Gamma24.84Leverage Ratio-0.1301Theta0.0002Rho11.51Eff Leverage0.0031Vega