0.48Open0.60Pre Close410 Volume568 Open Interest8.00Strike Price11.19KTurnover133.85%IV6.60%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.3986Delta0.4575Gamma34.36Leverage Ratio-0.0752Theta0.0002Rho13.69Eff Leverage0.0024Vega