3.05Open2.90Pre Close40 Volume1 Open Interest7.50Strike Price11.60KTurnover364.12%IV22.13%PremiumNov 29, 2024Expiry Date1.40Intrinsic Value100Multiplier6DDays to Expiry1.35Extrinsic Value100Contract SizeAmericanOptions Type-0.5871Delta0.1393Gamma2.98Leverage Ratio-0.0971Theta-0.0008Rho-1.75Eff Leverage0.0030Vega