0.55Open0.30Pre Close95 Volume2.79K Open Interest71.00Strike Price11.35KTurnover51.43%IV0.39%PremiumDec 6, 2024Expiry Date1.19Intrinsic Value100Multiplier2DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.6393Delta0.1223Gamma36.65Leverage Ratio-0.2309Theta-0.0031Rho-23.43Eff Leverage0.0223Vega