3.85Open3.10Pre Close27 Volume344 Open Interest220.00Strike Price11.05KTurnover22.97%IV0.62%PremiumSep 20, 2024Expiry Date3.06Intrinsic Value100Multiplier7DDays to Expiry1.34Extrinsic Value100Contract SizeAmericanOptions Type-0.6500Delta0.0540Gamma48.75Leverage Ratio-0.1700Theta-0.0236Rho-31.69Eff Leverage0.1119Vega