3.75Open3.40Pre Close29 Volume164 Open Interest12.00Strike Price11.44KTurnover133.20%IV0.18%PremiumSep 27, 2024Expiry Date4.08Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.9840Delta0.0177Gamma3.92Leverage Ratio-0.0103Theta0.0013Rho3.86Eff Leverage0.0007Vega