0.34Open0.27Pre Close87 Volume65 Open Interest3.50Strike Price11.64KTurnover376.66%IV12.06%PremiumSep 6, 2024Expiry Date1.31Intrinsic Value100Multiplier2DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type0.8835Delta0.1427Gamma3.33Leverage Ratio-0.0599Theta0.0002Rho2.94Eff Leverage0.0007Vega