0.15Open0.19Pre Close443 Volume526 Open Interest9.00Strike Price11.34KTurnover57.58%IV1.19%PremiumNov 29, 2024Expiry Date0.21Intrinsic Value100Multiplier3DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.6747Delta0.7085Gamma28.34Leverage Ratio-0.0299Theta0.0005Rho19.12Eff Leverage0.0032Vega