2.06Open4.25Pre Close52 Volume67 Open Interest41.50Strike Price11.01KTurnover78.59%IV0.28%PremiumDec 6, 2024Expiry Date2.01Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.7596Delta0.1337Gamma17.36Leverage Ratio-0.1834Theta-0.0016Rho-13.19Eff Leverage0.0092Vega