12.35Open13.99Pre Close8 Volume1.11K Open Interest155.00Strike Price11.42KTurnover56.53%IV3.65%PremiumNov 15, 2024Expiry Date8.87Intrinsic Value100Multiplier25DDays to Expiry5.98Extrinsic Value100Contract SizeAmericanOptions Type0.6802Delta0.0146Gamma11.04Leverage Ratio-0.1852Theta0.0672Rho7.51Eff Leverage0.1545Vega