0.15Open0.10Pre Close780 Volume8.13K Open Interest87.00Strike Price11.42KTurnover23.25%IV2.81%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1390Delta0.1149Gamma628.30Leverage Ratio-0.0607Theta0.0011Rho87.35Eff Leverage0.0184Vega