3.30Open2.76Pre Close32 Volume509 Open Interest40.00Strike Price11.36KTurnover32.95%IV1.84%PremiumOct 18, 2024Expiry Date2.90Intrinsic Value100Multiplier20DDays to Expiry0.79Extrinsic Value100Contract SizeAmericanOptions Type0.8370Delta0.0746Gamma13.00Leverage Ratio-0.0248Theta0.0178Rho10.88Eff Leverage0.0247Vega