11.04Open11.81Pre Close3 Volume729 Open Interest47.00Strike Price3.33KTurnover501.12%IV-0.13%PremiumSep 20, 2024Expiry Date11.16Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9919Delta0.0042Gamma5.22Leverage Ratio-0.4427Theta0.0001Rho5.17Eff Leverage0.0002Vega