20.26Open20.65Pre Close6 Volume11 Open Interest155.00Strike Price11.61KTurnover293.57%IV0.93%PremiumDec 13, 2024Expiry Date17.56Intrinsic Value100Multiplier0DDays to Expiry1.60Extrinsic Value100Contract SizeAmericanOptions Type0.9480Delta0.0093Gamma9.99Leverage Ratio-3.1427Theta0.0007Rho9.47Eff Leverage0.0041Vega