2.36Open5.55Pre Close46 Volume929 Open Interest105.00Strike Price11.46KTurnover45.86%IV8.28%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry2.35Extrinsic Value100Contract SizeAmericanOptions Type0.3353Delta0.0324Gamma42.19Leverage Ratio-0.0962Theta0.0189Rho14.15Eff Leverage0.0894Vega