0.09Open0.11Pre Close1.99K Volume6.14K Open Interest12.00Strike Price11.65KTurnover55.75%IV6.91%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1377Delta0.3329Gamma250.67Leverage Ratio-0.0176Theta0.0002Rho34.51Eff Leverage0.0026Vega