0.15Open0.11Pre Close590 Volume2.95K Open Interest94.00Strike Price11.54KTurnover21.39%IV1.20%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.1634Delta0.2119Gamma581.41Leverage Ratio-0.0975Theta0.0005Rho94.97Eff Leverage0.0134Vega