0.30Open0.45Pre Close2.07K Volume624 Open Interest5770.00Strike Price11.27KTurnover1085.19%IV3.40%PremiumNov 7, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type-0.0023Delta0.0001Gamma119462.00Leverage Ratio-569.8274Theta0.0000Rho-276.07Eff Leverage0.0005Vega