0.48Open0.58Pre Close250 Volume49 Open Interest139.00Strike Price11.56KTurnover48.16%IV5.19%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.1726Delta0.0402Gamma230.70Leverage Ratio-0.2263Theta0.0022Rho39.81Eff Leverage0.0337Vega