0.03Open0.03Pre Close5.02K Volume6.23K Open Interest13.50Strike Price12.11KTurnover86.61%IV5.54%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0742Delta0.3061Gamma854.00Leverage Ratio-0.0501Theta0.0000Rho63.38Eff Leverage0.0007Vega