2.06Open4.25Pre Close52 Volume67 Open Interest41.50Strike Price11.01KTurnover86.77%IV0.39%PremiumDec 6, 2024Expiry Date1.97Intrinsic Value100Multiplier2DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.7486Delta0.1242Gamma17.53Leverage Ratio-0.2092Theta-0.0016Rho-13.12Eff Leverage0.0094Vega