31.63Open37.40Pre Close3.32K Volume4.17K Open Interest380.00Strike Price11.62MTurnover64.80%IV0.07%PremiumOct 18, 2024Expiry Date36.12Intrinsic Value100Multiplier2DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.9768Delta0.0029Gamma11.44Leverage Ratio-0.2088Theta0.0189Rho11.17Eff Leverage0.0163Vega