1.79Open1.45Pre Close65 Volume2.59K Open Interest26.00Strike Price11.17KTurnover62.65%IV0.82%PremiumDec 6, 2024Expiry Date1.50Intrinsic Value100Multiplier3DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.8047Delta0.1905Gamma16.07Leverage Ratio-0.0602Theta-0.0016Rho-12.93Eff Leverage0.0064Vega