0.46Open0.67Pre Close151 Volume1.64K Open Interest21.50Strike Price11.25KTurnover39.42%IV0.45%PremiumNov 1, 2024Expiry Date0.68Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.8365Delta0.3411Gamma29.57Leverage Ratio-0.0376Theta0.0012Rho24.74Eff Leverage0.0045Vega