3.40Open3.70Pre Close33 Volume139 Open Interest57.00Strike Price11.51KTurnover324.59%IV8.10%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry3.42Extrinsic Value100Contract SizeAmericanOptions Type0.4906Delta0.0378Gamma15.11Leverage Ratio-2.3372Theta0.0008Rho7.41Eff Leverage0.0130Vega