4.00Open2.23Pre Close36 Volume427 Open Interest230.00Strike Price11.76KTurnover21.10%IV0.45%PremiumSep 20, 2024Expiry Date1.96Intrinsic Value100Multiplier4DDays to Expiry1.04Extrinsic Value100Contract SizeAmericanOptions Type0.6492Delta0.0717Gamma70.29Leverage Ratio-0.2692Theta0.0164Rho45.63Eff Leverage0.0908Vega