3.95Open4.11Pre Close29 Volume416 Open Interest34.00Strike Price11.16KTurnover117.94%IV1.89%PremiumNov 29, 2024Expiry Date3.25Intrinsic Value100Multiplier3DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type-0.7937Delta0.0813Gamma8.48Leverage Ratio-0.1447Theta-0.0024Rho-6.73Eff Leverage0.0085Vega