0.30Open0.15Pre Close382 Volume364 Open Interest20.00Strike Price11.15KTurnover63.17%IV18.92%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.2100Delta0.0972Gamma52.52Leverage Ratio-0.0159Theta0.0025Rho11.03Eff Leverage0.0135Vega