0.70Open1.35Pre Close78 Volume227 Open Interest58.00Strike Price11.71KTurnover36.17%IV0.44%PremiumNov 22, 2024Expiry Date1.45Intrinsic Value100Multiplier3DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.7611Delta0.1605Gamma33.26Leverage Ratio-0.0895Theta-0.0035Rho-25.32Eff Leverage0.0167Vega