2.76Open2.40Pre Close40 Volume167 Open Interest48.50Strike Price11.16KTurnover68.69%IV0.48%PremiumOct 4, 2024Expiry Date2.63Intrinsic Value100Multiplier2DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.8739Delta0.0956Gamma16.65Leverage Ratio-0.1069Theta-0.0017Rho-14.55Eff Leverage0.0066Vega