2.80Open2.20Pre Close38 Volume1.65K Open Interest55.00Strike Price11.42KTurnover45.61%IV3.04%PremiumDec 20, 2024Expiry Date1.68Intrinsic Value100Multiplier21DDays to Expiry1.62Extrinsic Value100Contract SizeAmericanOptions Type-0.5816Delta0.0666Gamma16.41Leverage Ratio-0.0505Theta-0.0174Rho-9.54Eff Leverage0.0506Vega