0.55Open0.62Pre Close493 Volume92 Open Interest38.50Strike Price11.66KTurnover84.12%IV1.33%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.4112Delta0.3606Gamma121.40Leverage Ratio-0.5256Theta0.0002Rho49.92Eff Leverage0.0050Vega