3.95Open4.11Pre Close29 Volume416 Open Interest34.00Strike Price11.16KTurnover116.55%IV1.89%PremiumNov 29, 2024Expiry Date3.25Intrinsic Value100Multiplier3DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type-0.7936Delta0.0814Gamma8.48Leverage Ratio-0.1413Theta-0.0024Rho-6.73Eff Leverage0.0086Vega