4.90Open3.62Pre Close32 Volume277 Open Interest39.00Strike Price11.45KTurnover83.37%IV0.98%PremiumDec 20, 2024Expiry Date2.84Intrinsic Value100Multiplier3DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type0.8197Delta0.0776Gamma13.08Leverage Ratio-0.1348Theta0.0029Rho10.72Eff Leverage0.0107Vega