0.10Open0.10Pre Close426 Volume376 Open Interest13.00Strike Price11.17KTurnover63.84%IV2.37%PremiumNov 29, 2024Expiry Date0.07Intrinsic Value100Multiplier4DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.5390Delta0.4564Gamma34.85Leverage Ratio-0.0473Theta0.0007Rho18.79Eff Leverage0.0054Vega