5.05Open4.60Pre Close27 Volume352 Open Interest118.00Strike Price11.15KTurnover1946.91%IV-0.05%PremiumNov 22, 2024Expiry Date3.79Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9243Delta0.0515Gamma30.64Leverage Ratio-385.8979Theta0.0000Rho28.32Eff Leverage0.0002Vega