2.64Open2.18Pre Close42 Volume537 Open Interest26.00Strike Price11.42KTurnover69.90%IV-0.21%PremiumNov 29, 2024Expiry Date2.35Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9808Delta0.0492Gamma10.04Leverage Ratio-0.0050Theta-0.0006Rho-9.85Eff Leverage0.0007Vega