0.72Open0.86Pre Close182 Volume187 Open Interest19.50Strike Price11.70KTurnover39.95%IV1.03%PremiumOct 4, 2024Expiry Date0.32Intrinsic Value100Multiplier4DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.6707Delta0.4277Gamma38.48Leverage Ratio-0.0406Theta0.0015Rho25.81Eff Leverage0.0077Vega