0.63Open0.75Pre Close153 Volume1.96K Open Interest85.00Strike Price11.68KTurnover17.76%IV1.02%PremiumSep 20, 2024Expiry Date0.13Intrinsic Value100Multiplier7DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type0.5445Delta0.1829Gamma87.31Leverage Ratio-0.0653Theta0.0093Rho47.54Eff Leverage0.0484Vega