0.90Open0.95Pre Close105 Volume3.16K Open Interest77.50Strike Price11.45KTurnover19.56%IV3.37%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry1.10Extrinsic Value100Contract SizeAmericanOptions Type0.3854Delta0.1004Gamma76.04Leverage Ratio-0.0344Theta0.0186Rho29.30Eff Leverage0.0745Vega