0.79Open1.00Pre Close100 Volume1.01K Open Interest50.00Strike Price11.94KTurnover38.00%IV4.87%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry1.43Extrinsic Value100Contract SizeAmericanOptions Type0.4477Delta0.0869Gamma33.82Leverage Ratio-0.0445Theta0.0122Rho15.14Eff Leverage0.0473Vega