3.20Open3.90Pre Close35 Volume4.26K Open Interest115.00Strike Price11.20KTurnover23.95%IV1.58%PremiumDec 20, 2024Expiry Date1.40Intrinsic Value100Multiplier20DDays to Expiry1.80Extrinsic Value100Contract SizeAmericanOptions Type-0.5629Delta0.0629Gamma35.78Leverage Ratio-0.0566Theta-0.0305Rho-20.14Eff Leverage0.1044Vega