0.28Open0.39Pre Close357 Volume287 Open Interest15.00Strike Price11.84KTurnover36.20%IV0.72%PremiumSep 6, 2024Expiry Date0.23Intrinsic Value100Multiplier4DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.6691Delta0.6334Gamma41.73Leverage Ratio-0.0293Theta0.0011Rho27.92Eff Leverage0.0057Vega