3.90Open6.00Pre Close35 Volume57 Open Interest62.00Strike Price11.55KTurnover66.08%IV0.53%PremiumOct 4, 2024Expiry Date2.81Intrinsic Value100Multiplier3DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.7585Delta0.0803Gamma19.49Leverage Ratio-0.2160Theta0.0038Rho14.78Eff Leverage0.0183Vega