0.10Open0.10Pre Close408 Volume0 Open Interest21.50Strike Price11.39KTurnover124.03%IV22.45%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0760Delta0.0618Gamma235.20Leverage Ratio-0.0370Theta0.0001Rho17.87Eff Leverage0.0027Vega