3.55Open3.60Pre Close32 Volume359 Open Interest23.50Strike Price11.16KTurnover326.73%IV1.50%PremiumNov 15, 2024Expiry Date3.51Intrinsic Value100Multiplier0DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.8586Delta0.0818Gamma5.59Leverage Ratio-0.4767Theta-0.0003Rho-4.80Eff Leverage0.0019Vega