0.27Open0.27Pre Close209 Volume399 Open Interest85.00Strike Price11.17KTurnover27.68%IV0.98%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type0.4439Delta0.2472Gamma161.41Leverage Ratio-0.2303Theta0.0017Rho71.64Eff Leverage0.0228Vega