3.68Open9.80Pre Close32 Volume59 Open Interest120.00Strike Price11.51KTurnover787.26%IV0.84%PremiumNov 29, 2024Expiry Date2.64Intrinsic Value100Multiplier-2DDays to Expiry1.03Extrinsic Value100Contract SizeAmericanOptions Type0.9310Delta0.0740Gamma45.85Leverage Ratio-91.4989Theta0.0000Rho42.68Eff Leverage0.0003Vega