0.09Open0.09Pre Close337 Volume146 Open Interest33.00Strike Price11.02KTurnover22.06%IV0.40%PremiumDec 6, 2024Expiry Date0.15Intrinsic Value100Multiplier1DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.6210Delta0.8309Gamma123.96Leverage Ratio-0.0707Theta-0.0007Rho-76.99Eff Leverage0.0079Vega