3.50Open2.53Pre Close30 Volume260 Open Interest125.00Strike Price11.00KTurnover30.93%IV0.56%PremiumDec 20, 2024Expiry Date3.42Intrinsic Value100Multiplier11DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type-0.6928Delta0.0546Gamma26.43Leverage Ratio-0.0962Theta-0.0223Rho-18.31Eff Leverage0.0742Vega