0.35Open0.34Pre Close383 Volume4.58K Open Interest3.50Strike Price11.40KTurnover188.26%IV0.91%PremiumDec 27, 2024Expiry Date0.20Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.7951Delta1.2572Gamma14.67Leverage Ratio-0.0665Theta0.0000Rho-11.66Eff Leverage0.0003Vega