0.85Open0.86Pre Close182 Volume694 Open Interest20.00Strike Price11.74KTurnover76.18%IV20.39%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.2740Delta0.0919Gamma31.04Leverage Ratio-0.0222Theta0.0032Rho8.50Eff Leverage0.0158Vega