0.04Open0.10Pre Close3.60K Volume3.05K Open Interest25.50Strike Price11.02KTurnover42.61%IV4.85%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0457Delta0.1220Gamma1785.33Leverage Ratio-0.0142Theta-0.0001Rho-81.66Eff Leverage0.0018Vega