2.03Open0.60Pre Close54 Volume668 Open Interest177.50Strike Price11.27KTurnover39.24%IV0.68%PremiumDec 6, 2024Expiry Date0.45Intrinsic Value100Multiplier1DDays to Expiry1.20Extrinsic Value100Contract SizeAmericanOptions Type-0.5946Delta0.0956Gamma92.94Leverage Ratio-0.8181Theta-0.0034Rho-55.26Eff Leverage0.0401Vega