0.09Open0.15Pre Close675 Volume1.24K Open Interest51.00Strike Price11.72KTurnover50.97%IV3.74%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.1978Delta0.1301Gamma219.71Leverage Ratio-0.1307Theta-0.0006Rho-43.46Eff Leverage0.0117Vega