3.74Open3.12Pre Close31 Volume250 Open Interest120.00Strike Price11.15KTurnover17.17%IV1.39%PremiumOct 18, 2024Expiry Date1.02Intrinsic Value100Multiplier20DDays to Expiry1.68Extrinsic Value100Contract SizeAmericanOptions Type0.6165Delta0.0784Gamma45.24Leverage Ratio-0.0564Theta0.0395Rho27.89Eff Leverage0.1083Vega