0.50Open0.45Pre Close151 Volume454 Open Interest25.00Strike Price11.50KTurnover4922.28%IV0.35%PremiumSep 20, 2024Expiry Date0.41Intrinsic Value100Multiplier-1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.6934Delta0.4375Gamma50.82Leverage Ratio-954.5849Theta0.0000Rho35.24Eff Leverage0.0001Vega