0.09Open0.17Pre Close1.22K Volume2.13K Open Interest4.50Strike Price11.87KTurnover105.57%IV7.42%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.3071Delta0.6969Gamma44.95Leverage Ratio-0.0249Theta-0.0002Rho-13.81Eff Leverage0.0017Vega