3.90Open6.00Pre Close35 Volume57 Open Interest62.00Strike Price11.55KTurnover65.85%IV0.84%PremiumOct 4, 2024Expiry Date2.61Intrinsic Value100Multiplier3DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.7698Delta0.0783Gamma20.19Leverage Ratio-0.2090Theta0.0039Rho15.54Eff Leverage0.0179Vega