6.40Open5.41Pre Close13 Volume40 Open Interest95.00Strike Price11.05KTurnover46.23%IV1.35%PremiumSep 20, 2024Expiry Date7.75Intrinsic Value100Multiplier25DDays to Expiry1.39Extrinsic Value100Contract SizeAmericanOptions Type0.7676Delta0.0243Gamma10.38Leverage Ratio-0.0851Theta0.0483Rho7.97Eff Leverage0.0831Vega