0.15Open0.10Pre Close623 Volume1.00K Open Interest2.50Strike Price11.80KTurnover2419.20%IV2.11%PremiumSep 27, 2024Expiry Date0.34Intrinsic Value100Multiplier-1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.9975Delta0.0575Gamma8.11Leverage Ratio-0.3132Theta0.0000Rho8.09Eff Leverage0.0000Vega