1.35Open1.50Pre Close76 Volume915 Open Interest55.00Strike Price11.27KTurnover62.83%IV10.17%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry1.53Extrinsic Value100Contract SizeAmericanOptions Type0.3249Delta0.0539Gamma38.72Leverage Ratio-0.0794Theta0.0066Rho12.58Eff Leverage0.0383Vega