0.10Open0.11Pre Close1.41K Volume2.96K Open Interest10.00Strike Price11.79KTurnover54.68%IV5.32%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.1575Delta0.4521Gamma233.78Leverage Ratio-0.0201Theta-0.0001Rho-36.82Eff Leverage0.0023Vega