3.26Open4.30Pre Close33 Volume63 Open Interest11.00Strike Price11.92KTurnover281.64%IV1.10%PremiumSep 20, 2024Expiry Date3.54Intrinsic Value100Multiplier2DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.9085Delta0.0492Gamma3.93Leverage Ratio-0.1048Theta0.0006Rho3.57Eff Leverage0.0019Vega