13.56Open11.40Pre Close8 Volume75 Open Interest955.00Strike Price11.22KTurnover60.92%IV1.01%PremiumOct 11, 2024Expiry Date5.71Intrinsic Value100Multiplier1DDays to Expiry9.72Extrinsic Value100Contract SizeAmericanOptions Type0.5506Delta0.0121Gamma63.83Leverage Ratio-8.2368Theta0.0162Rho35.14Eff Leverage0.2132Vega