2.06Open4.25Pre Close52 Volume67 Open Interest41.50Strike Price11.01KTurnover80.57%IV0.39%PremiumDec 6, 2024Expiry Date1.97Intrinsic Value100Multiplier2DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.7732Delta0.1267Gamma17.57Leverage Ratio-0.1787Theta-0.0017Rho-13.59Eff Leverage0.0089Vega