6.35Open3.70Pre Close18 Volume61 Open Interest50.50Strike Price11.15KTurnover82.86%IV1.84%PremiumNov 8, 2024Expiry Date5.19Intrinsic Value100Multiplier2DDays to Expiry0.84Extrinsic Value100Contract SizeAmericanOptions Type-0.9534Delta0.0354Gamma8.71Leverage Ratio-0.0420Theta-0.0020Rho-8.31Eff Leverage0.0033Vega