8.90Open7.65Pre Close13 Volume340 Open Interest22.50Strike Price11.21KTurnover318.98%IV0.36%PremiumNov 29, 2024Expiry Date8.39Intrinsic Value100Multiplier1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.9658Delta0.0134Gamma3.64Leverage Ratio-0.0844Theta0.0007Rho3.52Eff Leverage0.0013Vega