0.95Open1.02Pre Close231 Volume1.07K Open Interest81.00Strike Price11.71KTurnover45.90%IV3.76%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.2193Delta0.0946Gamma203.77Leverage Ratio-0.1745Theta0.0013Rho44.68Eff Leverage0.0201Vega