0.66Open1.03Pre Close115 Volume1.04K Open Interest57.00Strike Price11.28KTurnover60.98%IV0.10%PremiumNov 8, 2024Expiry Date1.08Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.7525Delta0.1928Gamma43.67Leverage Ratio-0.3411Theta0.0009Rho32.86Eff Leverage0.0085Vega