3.75Open5.84Pre Close39 Volume94 Open Interest60.00Strike Price11.24KTurnover44.63%IV2.53%PremiumDec 20, 2024Expiry Date1.64Intrinsic Value100Multiplier15DDays to Expiry1.56Extrinsic Value100Contract SizeAmericanOptions Type0.6408Delta0.0663Gamma19.26Leverage Ratio-0.0741Theta0.0152Rho12.34Eff Leverage0.0472Vega