0.72Open0.73Pre Close231 Volume1.15K Open Interest20.50Strike Price11.47KTurnover631.13%IV0.10%PremiumOct 4, 2024Expiry Date0.39Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.8945Delta0.6098Gamma51.56Leverage Ratio-13.2465Theta0.0000Rho-46.12Eff Leverage0.0001Vega