1.15Open1.65Pre Close83 Volume136 Open Interest6.00Strike Price11.74KTurnover224.93%IV2.03%PremiumOct 11, 2024Expiry Date0.89Intrinsic Value100Multiplier1DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.9066Delta0.2214Gamma7.45Leverage Ratio-0.0723Theta0.0001Rho6.75Eff Leverage0.0006Vega