5.55Open5.80Pre Close20 Volume231 Open Interest65.00Strike Price11.10KTurnover81.31%IV0.40%PremiumDec 20, 2024Expiry Date5.31Intrinsic Value100Multiplier1DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.9666Delta0.0276Gamma11.16Leverage Ratio-0.0300Theta-0.0015Rho-10.78Eff Leverage0.0026Vega