0.15Open0.28Pre Close434 Volume953 Open Interest14.50Strike Price11.61KTurnover439.96%IV0.28%PremiumNov 15, 2024Expiry Date0.11Intrinsic Value100Multiplier-1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.7915Delta2.2389Gamma137.05Leverage Ratio-12.4014Theta0.0000Rho-108.47Eff Leverage0.0001Vega