0.31Open0.06Pre Close342 Volume564 Open Interest14.50Strike Price11.27KTurnover8482.41%IV0.14%PremiumNov 22, 2024Expiry Date0.19Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.5150Delta0.2159Gamma17.04Leverage Ratio-447.0855Theta0.0000Rho-8.77Eff Leverage0.0001Vega