0.20Open0.24Pre Close538 Volume825 Open Interest9.00Strike Price11.56KTurnover106.15%IV6.32%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.3450Delta0.3617Gamma37.36Leverage Ratio-0.0514Theta-0.0003Rho-12.89Eff Leverage0.0035Vega