0.09Open0.09Pre Close337 Volume362 Open Interest33.00Strike Price11.02KTurnover25.09%IV0.40%PremiumDec 6, 2024Expiry Date0.15Intrinsic Value100Multiplier1DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.6118Delta0.7714Gamma117.32Leverage Ratio-0.0890Theta-0.0007Rho-71.77Eff Leverage0.0076Vega