0.70Open0.26Pre Close144 Volume23 Open Interest37.00Strike Price11.46KTurnover72.57%IV1.29%PremiumSep 20, 2024Expiry Date0.12Intrinsic Value100Multiplier1DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type0.5441Delta0.2949Gamma61.87Leverage Ratio-0.3034Theta0.0005Rho33.66Eff Leverage0.0073Vega