3.41Open3.10Pre Close32 Volume489 Open Interest23.00Strike Price11.02KTurnover70.49%IV0.80%PremiumDec 6, 2024Expiry Date3.24Intrinsic Value100Multiplier3DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.9813Delta0.0271Gamma8.01Leverage Ratio-0.0119Theta0.0019Rho7.86Eff Leverage0.0011Vega