0.16Open0.17Pre Close659 Volume996 Open Interest2.00Strike Price11.81KTurnover187.88%IV4.43%PremiumNov 1, 2024Expiry Date0.03Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.5729Delta1.5665Gamma17.65Leverage Ratio-0.0389Theta0.0000Rho10.11Eff Leverage0.0005Vega