0.27Open0.39Pre Close473 Volume784 Open Interest12.50Strike Price11.94KTurnover1465.92%IV2.50%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.1166Delta0.7505Gamma1281.00Leverage Ratio-35.8042Theta0.0000Rho-149.32Eff Leverage0.0000Vega