0.07Open0.03Pre Close1.30K Volume1.50K Open Interest12.50Strike Price11.17KTurnover69.18%IV5.37%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1665Delta0.4322Gamma238.20Leverage Ratio-0.0383Theta0.0001Rho39.65Eff Leverage0.0021Vega