0.25Open0.28Pre Close488 Volume866 Open Interest58.00Strike Price11.02KTurnover19.80%IV1.85%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.1801Delta0.2354Gamma536.18Leverage Ratio-0.0433Theta-0.0009Rho-96.57Eff Leverage0.0148Vega