11.30Open12.65Pre Close10 Volume229 Open Interest34.00Strike Price11.29KTurnover143.62%IV1.03%PremiumOct 11, 2024Expiry Date10.82Intrinsic Value100Multiplier4DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type0.9696Delta0.0100Gamma4.13Leverage Ratio-0.0527Theta0.0037Rho4.00Eff Leverage0.0033Vega