0.62Open0.75Pre Close181 Volume97 Open Interest45.50Strike Price11.52KTurnover17.69%IV0.20%PremiumOct 4, 2024Expiry Date0.59Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.7551Delta0.3943Gamma65.09Leverage Ratio-0.0303Theta-0.0029Rho-49.15Eff Leverage0.0145Vega