0.40Open0.45Pre Close252 Volume107 Open Interest54.00Strike Price11.29KTurnover33.91%IV0.91%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type0.4867Delta0.3501Gamma125.44Leverage Ratio-0.2113Theta0.0010Rho61.06Eff Leverage0.0134Vega