0.90Open0.81Pre Close158 Volume5.61K Open Interest15.00Strike Price11.13KTurnover34.00%IV2.73%PremiumNov 15, 2024Expiry Date0.38Intrinsic Value100Multiplier20DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.6483Delta0.2988Gamma21.21Leverage Ratio-0.0124Theta0.0052Rho13.75Eff Leverage0.0136Vega