4.35Open6.50Pre Close180 Volume284 Open Interest126.00Strike Price11.76KTurnover248.08%IV0.53%PremiumNov 15, 2024Expiry Date0.09Intrinsic Value100Multiplier0DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type0.7883Delta0.3489Gamma382.09Leverage Ratio-47.6164Theta0.0000Rho301.21Eff Leverage0.0010Vega