8.50Open3.13Pre Close12 Volume29 Open Interest66.00Strike Price11.26KTurnover104.84%IV2.29%PremiumNov 1, 2024Expiry Date7.81Intrinsic Value100Multiplier4DDays to Expiry1.69Extrinsic Value100Contract SizeAmericanOptions Type0.8382Delta0.0303Gamma8.63Leverage Ratio-0.2512Theta0.0060Rho7.24Eff Leverage0.0189Vega