3.85Open3.47Pre Close33 Volume78 Open Interest427.50Strike Price11.38KTurnover20.65%IV0.93%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry2.85Extrinsic Value100Contract SizeAmericanOptions Type-0.4046Delta0.0481Gamma164.86Leverage Ratio-0.5454Theta-0.0134Rho-66.70Eff Leverage0.1515Vega