3.50Open2.11Pre Close54 Volume411 Open Interest35.00Strike Price11.00KTurnover116.26%IV3.97%PremiumDec 20, 2024Expiry Date0.50Intrinsic Value100Multiplier5DDays to Expiry1.37Extrinsic Value100Contract SizeAmericanOptions Type-0.5157Delta0.0878Gamma16.63Leverage Ratio-0.2026Theta-0.0024Rho-8.57Eff Leverage0.0156Vega