0.48Open0.32Pre Close256 Volume722 Open Interest82.00Strike Price11.41KTurnover16.92%IV0.33%PremiumNov 29, 2024Expiry Date0.25Intrinsic Value100Multiplier2DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.6009Delta0.3531Gamma140.60Leverage Ratio-0.1123Theta0.0030Rho84.49Eff Leverage0.0250Vega