0.09Open0.54Pre Close265 Volume349 Open Interest860.00Strike Price11.64KTurnover113.67%IV21.88%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.0201Delta0.0007Gamma1486.27Leverage Ratio-0.4177Theta0.0009Rho29.90Eff Leverage0.0284Vega