0.90Open0.70Pre Close88 Volume795 Open Interest17.00Strike Price11.20KTurnover81.43%IV1.30%PremiumDec 6, 2024Expiry Date0.95Intrinsic Value100Multiplier3DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.7859Delta0.2181Gamma15.61Leverage Ratio-0.0678Theta0.0011Rho12.26Eff Leverage0.0048Vega