0.95Open1.25Pre Close149 Volume252 Open Interest11.00Strike Price11.06KTurnover119.02%IV2.39%PremiumOct 18, 2024Expiry Date1.13Intrinsic Value100Multiplier2DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.8770Delta0.1911Gamma10.11Leverage Ratio-0.0513Theta0.0005Rho8.86Eff Leverage0.0018Vega