3.18Open3.85Pre Close59 Volume100 Open Interest108.00Strike Price11.21KTurnover27.08%IV0.28%PremiumSep 27, 2024Expiry Date0.85Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.6479Delta0.1191Gamma62.74Leverage Ratio-0.1602Theta0.0077Rho40.65Eff Leverage0.0427Vega