0.45Open0.55Pre Close401 Volume1.52K Open Interest11.00Strike Price11.89KTurnover8726.12%IV-0.63%PremiumSep 20, 2024Expiry Date0.17Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.5771Delta0.2600Gamma17.05Leverage Ratio-348.3708Theta0.0000Rho9.84Eff Leverage0.0001Vega