0.85Open0.65Pre Close164 Volume366 Open Interest54.00Strike Price11.54KTurnover37.98%IV0.65%PremiumDec 6, 2024Expiry Date0.43Intrinsic Value100Multiplier2DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.6090Delta0.2492Gamma64.03Leverage Ratio-0.1718Theta0.0018Rho38.99Eff Leverage0.0156Vega