0.54Open0.53Pre Close180 Volume1.62K Open Interest7.50Strike Price11.45KTurnover154.29%IV1.89%PremiumSep 20, 2024Expiry Date0.62Intrinsic Value100Multiplier2DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.7330Delta0.3807Gamma9.17Leverage Ratio-0.0612Theta-0.0004Rho-6.72Eff Leverage0.0018Vega