3.95Open4.11Pre Close29 Volume416 Open Interest34.00Strike Price11.16KTurnover113.18%IV1.89%PremiumNov 29, 2024Expiry Date3.25Intrinsic Value100Multiplier4DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type-0.7934Delta0.0814Gamma8.48Leverage Ratio-0.1330Theta-0.0025Rho-6.73Eff Leverage0.0089Vega