1.40Open2.60Pre Close59 Volume171 Open Interest27.00Strike Price11.03KTurnover125.41%IV0.14%PremiumSep 27, 2024Expiry Date1.97Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9610Delta0.0720Gamma14.56Leverage Ratio-0.1267Theta0.0003Rho13.99Eff Leverage0.0008Vega