6.61Open7.50Pre Close16 Volume169 Open Interest71.00Strike Price11.06KTurnover54.89%IV0.33%PremiumDec 6, 2024Expiry Date7.16Intrinsic Value100Multiplier3DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.9697Delta0.0171Gamma10.74Leverage Ratio-0.0422Theta0.0060Rho10.42Eff Leverage0.0050Vega