0.40Open0.81Pre Close167 Volume235 Open Interest29.00Strike Price11.65KTurnover608.94%IV-0.14%PremiumSep 20, 2024Expiry Date0.69Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.7778Delta0.3408Gamma35.39Leverage Ratio-14.0057Theta0.0000Rho-27.52Eff Leverage0.0004Vega