1.68Open1.45Pre Close57 Volume1.58K Open Interest172.50Strike Price11.20KTurnover26.17%IV0.81%PremiumDec 20, 2024Expiry Date0.87Intrinsic Value100Multiplier4DDays to Expiry1.39Extrinsic Value100Contract SizeAmericanOptions Type-0.5651Delta0.0872Gamma76.62Leverage Ratio-0.2471Theta-0.0090Rho-43.30Eff Leverage0.0681Vega