0.03Open0.12Pre Close1.94K Volume6.98K Open Interest94.00Strike Price11.34KTurnover248.06%IV0.79%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0827Delta0.2879Gamma4736.50Leverage Ratio-21.2312Theta0.0000Rho-391.61Eff Leverage0.0003Vega