0.10Open0.10Pre Close426 Volume376 Open Interest13.00Strike Price11.17KTurnover59.31%IV2.53%PremiumNov 29, 2024Expiry Date0.05Intrinsic Value100Multiplier4DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.5621Delta0.4864Gamma34.80Leverage Ratio-0.0439Theta0.0008Rho19.56Eff Leverage0.0054Vega