2.06Open4.25Pre Close52 Volume67 Open Interest41.50Strike Price11.01KTurnover79.45%IV0.25%PremiumDec 6, 2024Expiry Date2.02Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.8223Delta0.1116Gamma17.05Leverage Ratio-0.1408Theta-0.0017Rho-14.02Eff Leverage0.0077Vega