0.64Open0.45Pre Close172 Volume216 Open Interest2.00Strike Price11.01KTurnover2037.92%IV1.15%PremiumNov 22, 2024Expiry Date0.61Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8406Delta0.2805Gamma4.24Leverage Ratio-1.1129Theta0.0000Rho3.57Eff Leverage0.0001Vega