2.25Open2.20Pre Close49 Volume1.10K Open Interest70.00Strike Price11.42KTurnover34.18%IV3.87%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry2.25Extrinsic Value100Contract SizeAmericanOptions Type-0.4406Delta0.0612Gamma31.32Leverage Ratio-0.0453Theta-0.0210Rho-13.80Eff Leverage0.0748Vega