2.91Open2.94Pre Close25.64K Volume24.76K Open Interest138.00Strike Price11.26MTurnover51.88%IV0.62%PremiumOct 25, 2024Expiry Date5.71Intrinsic Value100Multiplier3DDays to Expiry0.89Extrinsic Value100Contract SizeAmericanOptions Type0.8016Delta0.0389Gamma21.86Leverage Ratio-0.3163Theta0.0100Rho17.52Eff Leverage0.0384Vega