0.66Open1.69Pre Close217 Volume282 Open Interest46.00Strike Price11.55KTurnover55.45%IV1.27%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.4157Delta0.3569Gamma140.77Leverage Ratio-0.3247Theta0.0003Rho58.52Eff Leverage0.0077Vega