0.27Open0.30Pre Close640 Volume5.87K Open Interest18.00Strike Price11.66KTurnover50.14%IV3.55%PremiumMay 16, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2484Delta0.4370Gamma166.48Leverage Ratio-0.0487Theta0.0003Rho41.35Eff Leverage0.0046Vega