22.50Open20.80Pre Close5 Volume14 Open Interest175.00Strike Price11.25KTurnover8071.06%IV0.92%PremiumNov 29, 2024Expiry Date20.69Intrinsic Value100Multiplier-1DDays to Expiry1.81Extrinsic Value100Contract SizeAmericanOptions Type0.8953Delta0.0099Gamma9.14Leverage Ratio-3360.8645Theta0.0000Rho8.19Eff Leverage0.0004Vega