0.36Open0.47Pre Close295 Volume3.65K Open Interest105.00Strike Price11.25KTurnover46.62%IV1.22%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.97Extrinsic Value100Contract SizeAmericanOptions Type-0.4419Delta0.1602Gamma127.66Leverage Ratio-0.5373Theta-0.0011Rho-56.41Eff Leverage0.0209Vega