0.09Open0.09Pre Close337 Volume146 Open Interest33.00Strike Price11.02KTurnover21.48%IV0.40%PremiumDec 6, 2024Expiry Date0.15Intrinsic Value100Multiplier1DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.6207Delta0.8304Gamma123.96Leverage Ratio-0.0659Theta-0.0008Rho-76.94Eff Leverage0.0081Vega