0.15Open0.10Pre Close623 Volume1.00K Open Interest2.50Strike Price11.80KTurnover7037.64%IV2.11%PremiumSep 27, 2024Expiry Date0.34Intrinsic Value100Multiplier-1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.9202Delta0.5571Gamma8.11Leverage Ratio-29.7726Theta0.0000Rho7.47Eff Leverage0.0000Vega