0.05Open0.05Pre Close2.33K Volume1.58K Open Interest2.50Strike Price11.59KTurnover305.78%IV96.23%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2176Delta0.3754Gamma17.67Leverage Ratio-0.0081Theta0.0001Rho3.84Eff Leverage0.0008Vega