2.22Open2.06Pre Close49 Volume408 Open Interest9.50Strike Price11.41KTurnover276.13%IV0.67%PremiumDec 6, 2024Expiry Date2.38Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.8576Delta0.0806Gamma4.55Leverage Ratio-0.1192Theta0.0005Rho3.90Eff Leverage0.0023Vega