0.10Open0.10Pre Close408 Volume0 Open Interest21.50Strike Price11.39KTurnover124.41%IV22.38%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0759Delta0.0616Gamma235.33Leverage Ratio-0.0371Theta0.0001Rho17.86Eff Leverage0.0027Vega