6.61Open7.50Pre Close16 Volume169 Open Interest71.00Strike Price11.06KTurnover64.64%IV0.38%PremiumDec 6, 2024Expiry Date7.12Intrinsic Value100Multiplier3DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.9586Delta0.0187Gamma10.89Leverage Ratio-0.0628Theta0.0059Rho10.44Eff Leverage0.0065Vega