0.46Open0.30Pre Close208 Volume1.03K Open Interest7.50Strike Price11.82KTurnover78.27%IV4.45%PremiumSep 20, 2024Expiry Date0.59Intrinsic Value100Multiplier16DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.7093Delta0.2545Gamma9.25Leverage Ratio-0.0148Theta0.0022Rho6.56Eff Leverage0.0059Vega