3.70Open4.63Pre Close29 Volume561 Open Interest75.00Strike Price11.21KTurnover85.89%IV13.49%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry3.64Extrinsic Value100Contract SizeAmericanOptions Type-0.2852Delta0.0195Gamma23.74Leverage Ratio-0.1322Theta-0.0151Rho-6.77Eff Leverage0.0690Vega