1.68Open1.45Pre Close57 Volume1.58K Open Interest172.50Strike Price11.20KTurnover25.99%IV0.81%PremiumDec 20, 2024Expiry Date0.87Intrinsic Value100Multiplier4DDays to Expiry1.39Extrinsic Value100Contract SizeAmericanOptions Type-0.5650Delta0.0872Gamma76.62Leverage Ratio-0.2431Theta-0.0092Rho-43.29Eff Leverage0.0686Vega