0.10Open0.07Pre Close251 Volume483 Open Interest12.00Strike Price11.77KTurnover46.70%IV0.98%PremiumNov 29, 2024Expiry Date0.28Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.6983Delta0.5984Gamma30.70Leverage Ratio-0.0295Theta0.0008Rho21.44Eff Leverage0.0043Vega