0.40Open0.30Pre Close512 Volume560 Open Interest41.50Strike Price12.11KTurnover33.86%IV1.55%PremiumSep 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3897Delta0.3455Gamma137.20Leverage Ratio-0.1053Theta0.0010Rho53.46Eff Leverage0.0126Vega