1.70Open1.60Pre Close61 Volume737 Open Interest55.00Strike Price11.10KTurnover36.72%IV1.15%PremiumSep 20, 2024Expiry Date1.30Intrinsic Value100Multiplier4DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.7397Delta0.1504Gamma33.61Leverage Ratio-0.0971Theta0.0044Rho24.86Eff Leverage0.0191Vega