11.71Open11.99Pre Close26 Volume242 Open Interest33.00Strike Price30.25KTurnover180.27%IV0.25%PremiumNov 1, 2024Expiry Date11.52Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.9870Delta0.0055Gamma3.85Leverage Ratio-0.0311Theta0.0019Rho3.80Eff Leverage0.0011Vega