11.40Open31.59Pre Close10 Volume15 Open Interest185.00Strike Price11.40KTurnover54.39%IV0.48%PremiumSep 20, 2024Expiry Date10.56Intrinsic Value100Multiplier2DDays to Expiry0.84Extrinsic Value100Contract SizeAmericanOptions Type-0.8963Delta0.0231Gamma16.00Leverage Ratio-0.2320Theta-0.0093Rho-14.34Eff Leverage0.0264Vega