0.12Open0.11Pre Close3.06K Volume3.61K Open Interest6.50Strike Price11.96KTurnover355.92%IV0.62%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.3082Delta6.8615Gamma647.00Leverage Ratio-5.0989Theta0.0000Rho199.44Eff Leverage0.0001Vega