2.75Open2.38Pre Close31 Volume205 Open Interest95.00Strike Price11.05KTurnover52.32%IV0.57%PremiumDec 6, 2024Expiry Date3.56Intrinsic Value100Multiplier2DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.8513Delta0.0600Gamma24.95Leverage Ratio-0.2205Theta0.0045Rho21.24Eff Leverage0.0171Vega