0.47Open0.46Pre Close157 Volume231 Open Interest587.50Strike Price11.45KTurnover20.07%IV1.13%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry1.87Extrinsic Value100Contract SizeAmericanOptions Type0.3151Delta0.0384Gamma311.65Leverage Ratio-0.8073Theta0.0114Rho98.21Eff Leverage0.1639Vega