0.45Open0.35Pre Close227 Volume374 Open Interest25.50Strike Price11.72KTurnover52.67%IV1.83%PremiumOct 25, 2024Expiry Date0.13Intrinsic Value100Multiplier4DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.5557Delta0.2665Gamma37.97Leverage Ratio-0.0725Theta0.0016Rho21.10Eff Leverage0.0111Vega