0.62Open0.67Pre Close97 Volume44 Open Interest116.00Strike Price11.57KTurnover90.49%IV9.41%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.84Extrinsic Value100Contract SizeAmericanOptions Type0.1842Delta0.0286Gamma118.66Leverage Ratio-0.3671Theta0.0017Rho21.85Eff Leverage0.0274Vega