0.26Open0.18Pre Close472 Volume462 Open Interest4.00Strike Price11.70KTurnover1210.52%IV0.00%PremiumSep 6, 2024Expiry Date0.12Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8994Delta1.6880Gamma34.33Leverage Ratio-5.6785Theta0.0000Rho30.88Eff Leverage0.0000Vega