20.30Open16.50Pre Close6 Volume139 Open Interest139.00Strike Price11.86KTurnover3756.83%IV-0.56%PremiumSep 20, 2024Expiry Date20.55Intrinsic Value100Multiplier-1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9567Delta0.0070Gamma7.98Leverage Ratio-327.3199Theta0.0000Rho7.63Eff Leverage0.0003Vega