0.07Open0.09Pre Close535 Volume883 Open Interest11.00Strike Price11.61KTurnover94.10%IV6.47%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.3008Delta0.4116Gamma67.81Leverage Ratio-0.0594Theta0.0002Rho20.40Eff Leverage0.0031Vega