0.10Open0.09Pre Close1.22K Volume7.22K Open Interest18.00Strike Price11.50KTurnover91.04%IV13.78%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1371Delta0.1392Gamma186.94Leverage Ratio-0.0400Theta0.0002Rho25.63Eff Leverage0.0038Vega