8.90Open7.65Pre Close13 Volume340 Open Interest22.50Strike Price11.21KTurnover308.38%IV0.36%PremiumNov 29, 2024Expiry Date8.39Intrinsic Value100Multiplier1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.9658Delta0.0134Gamma3.64Leverage Ratio-0.0842Theta0.0008Rho3.52Eff Leverage0.0014Vega