0.95Open1.55Pre Close77 Volume536 Open Interest123.00Strike Price11.03KTurnover18.51%IV0.13%PremiumDec 27, 2024Expiry Date1.29Intrinsic Value100Multiplier1DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.8737Delta0.1909Gamma90.16Leverage Ratio-0.1174Theta-0.0021Rho-78.76Eff Leverage0.0124Vega