4.75Open3.10Pre Close21 Volume1.16K Open Interest74.00Strike Price11.38KTurnover65.25%IV0.14%PremiumNov 29, 2024Expiry Date5.26Intrinsic Value100Multiplier4DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.8559Delta0.0426Gamma13.91Leverage Ratio-0.1620Theta0.0066Rho11.90Eff Leverage0.0185Vega