0.19Open0.28Pre Close697 Volume462 Open Interest19.50Strike Price11.40KTurnover103.32%IV11.54%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.1401Delta0.0954Gamma132.43Leverage Ratio-0.0650Theta-0.0003Rho-18.56Eff Leverage0.0050Vega