2.36Open5.55Pre Close46 Volume929 Open Interest105.00Strike Price11.46KTurnover47.44%IV8.28%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry2.35Extrinsic Value100Contract SizeAmericanOptions Type0.3423Delta0.0315Gamma39.66Leverage Ratio-0.1001Theta0.0193Rho13.57Eff Leverage0.0903Vega