0.63Open0.22Pre Close232 Volume600 Open Interest24.00Strike Price11.49KTurnover44.84%IV1.14%PremiumNov 1, 2024Expiry Date0.30Intrinsic Value100Multiplier4DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.5948Delta0.3542Gamma39.50Leverage Ratio-0.0567Theta-0.0014Rho-23.50Eff Leverage0.0095Vega