37.03Open36.10Pre Close3 Volume10 Open Interest140.00Strike Price11.11KTurnover171.69%IV0.46%PremiumSep 20, 2024Expiry Date36.22Intrinsic Value100Multiplier1DDays to Expiry0.81Extrinsic Value100Contract SizeAmericanOptions Type0.9853Delta0.0019Gamma4.85Leverage Ratio-0.1214Theta0.0055Rho4.78Eff Leverage0.0041Vega