3.50Open1.30Pre Close31 Volume53 Open Interest47.00Strike Price11.66KTurnover61.83%IV1.39%PremiumNov 29, 2024Expiry Date3.40Intrinsic Value100Multiplier3DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.8827Delta0.0644Gamma14.00Leverage Ratio-0.0875Theta0.0039Rho12.36Eff Leverage0.0097Vega