22.30Open21.72Pre Close5 Volume3 Open Interest160.00Strike Price11.15KTurnover267.30%IV-0.15%PremiumDec 13, 2024Expiry Date22.50Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9563Delta0.0078Gamma6.06Leverage Ratio-1.3461Theta-0.0014Rho-5.79Eff Leverage0.0041Vega