0.48Open0.32Pre Close256 Volume722 Open Interest82.00Strike Price11.41KTurnover14.59%IV0.33%PremiumNov 29, 2024Expiry Date0.25Intrinsic Value100Multiplier2DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.6176Delta0.4122Gamma158.17Leverage Ratio-0.0987Theta0.0030Rho97.68Eff Leverage0.0242Vega