13.56Open11.40Pre Close8 Volume75 Open Interest955.00Strike Price11.22KTurnover53.21%IV1.12%PremiumOct 11, 2024Expiry Date4.73Intrinsic Value100Multiplier1DDays to Expiry10.71Extrinsic Value100Contract SizeAmericanOptions Type0.5748Delta0.0137Gamma61.13Leverage Ratio-7.0808Theta0.0169Rho35.14Eff Leverage0.2110Vega