2.75Open2.38Pre Close31 Volume205 Open Interest95.00Strike Price11.05KTurnover53.90%IV0.38%PremiumDec 6, 2024Expiry Date3.74Intrinsic Value100Multiplier2DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.8375Delta0.0619Gamma24.23Leverage Ratio-0.2448Theta0.0044Rho20.29Eff Leverage0.0181Vega