3.50Open3.10Pre Close27 Volume72 Open Interest30.00Strike Price11.11KTurnover93.58%IV1.42%PremiumDec 20, 2024Expiry Date3.93Intrinsic Value100Multiplier5DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type-0.8833Delta0.0679Gamma6.40Leverage Ratio-0.0500Theta-0.0032Rho-5.65Eff Leverage0.0061Vega