3.55Open6.70Pre Close35 Volume32 Open Interest36.00Strike Price11.33KTurnover135.92%IV2.28%PremiumDec 6, 2024Expiry Date2.11Intrinsic Value100Multiplier2DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type0.7093Delta0.0775Gamma12.79Leverage Ratio-0.3111Theta0.0018Rho9.07Eff Leverage0.0112Vega