0.70Open1.00Pre Close149 Volume317 Open Interest59.00Strike Price11.76KTurnover22.19%IV1.15%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type-0.4592Delta0.2743Gamma114.76Leverage Ratio-0.0651Theta-0.0030Rho-52.70Eff Leverage0.0260Vega