0.09Open0.09Pre Close337 Volume362 Open Interest33.00Strike Price11.02KTurnover22.69%IV0.40%PremiumDec 6, 2024Expiry Date0.15Intrinsic Value100Multiplier1DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.6214Delta0.8313Gamma123.96Leverage Ratio-0.0764Theta-0.0007Rho-77.03Eff Leverage0.0077Vega