15.63Open14.96Pre Close7 Volume24 Open Interest21.00Strike Price11.02KTurnover195.52%IV0.69%PremiumDec 20, 2024Expiry Date15.46Intrinsic Value100Multiplier21DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.9218Delta0.0086Gamma2.24Leverage Ratio-0.0614Theta0.0100Rho2.07Eff Leverage0.0128Vega