3.20Open3.90Pre Close35 Volume4.26K Open Interest115.00Strike Price11.20KTurnover24.68%IV1.58%PremiumDec 20, 2024Expiry Date1.40Intrinsic Value100Multiplier19DDays to Expiry1.80Extrinsic Value100Contract SizeAmericanOptions Type-0.5639Delta0.0630Gamma35.78Leverage Ratio-0.0608Theta-0.0287Rho-20.18Eff Leverage0.1010Vega