0.15Open0.21Pre Close326 Volume99 Open Interest247.50Strike Price11.60KTurnover29.42%IV0.67%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type-0.2774Delta0.5471Gamma565.30Leverage Ratio-4.0450Theta0.0000Rho-156.79Eff Leverage0.0070Vega