5.40Open7.41Pre Close22 Volume281 Open Interest605.00Strike Price11.17KTurnover39.83%IV-0.12%PremiumDec 6, 2024Expiry Date8.20Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8252Delta0.0300Gamma66.50Leverage Ratio-2.2641Theta-0.0059Rho-54.87Eff Leverage0.0557Vega