3.92Open4.78Pre Close33 Volume116 Open Interest217.50Strike Price11.90KTurnover18.75%IV-0.06%PremiumOct 4, 2024Expiry Date3.58Intrinsic Value100Multiplier3DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8176Delta0.0639Gamma53.92Leverage Ratio-0.1761Theta0.0176Rho44.08Eff Leverage0.0584Vega