0.47Open0.46Pre Close157 Volume231 Open Interest587.50Strike Price11.45KTurnover22.80%IV1.13%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry1.87Extrinsic Value100Contract SizeAmericanOptions Type0.3144Delta0.0382Gamma311.65Leverage Ratio-1.0617Theta0.0089Rho97.98Eff Leverage0.1446Vega