0.41Open0.22Pre Close249 Volume210 Open Interest49.00Strike Price11.75KTurnover59.85%IV2.35%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.2431Delta0.2400Gamma259.78Leverage Ratio-0.2768Theta0.0002Rho63.15Eff Leverage0.0068Vega