2.20Open3.05Pre Close51 Volume13 Open Interest15.00Strike Price11.21KTurnover63.47%IV2.52%PremiumDec 20, 2024Expiry Date1.68Intrinsic Value100Multiplier28DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.7622Delta0.1060Gamma7.67Leverage Ratio-0.0176Theta0.0080Rho5.84Eff Leverage0.0142Vega