1.01Open0.66Pre Close114 Volume352 Open Interest99.00Strike Price11.77KTurnover49.43%IV2.11%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.94Extrinsic Value100Contract SizeAmericanOptions Type0.3632Delta0.1031Gamma105.24Leverage Ratio-0.3760Theta0.0020Rho38.23Eff Leverage0.0276Vega