0.34Open0.27Pre Close87 Volume65 Open Interest3.50Strike Price11.64KTurnover360.43%IV13.95%PremiumSep 6, 2024Expiry Date1.23Intrinsic Value100Multiplier2DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type0.8832Delta0.1510Gamma3.45Leverage Ratio-0.0567Theta0.0002Rho3.05Eff Leverage0.0007Vega