11.40Open6.77Pre Close10 Volume23 Open Interest135.00Strike Price11.40KTurnover42.58%IV1.48%PremiumOct 25, 2024Expiry Date9.26Intrinsic Value100Multiplier3DDays to Expiry2.14Extrinsic Value100Contract SizeAmericanOptions Type0.9479Delta0.0177Gamma15.27Leverage Ratio-0.0950Theta0.0122Rho14.47Eff Leverage0.0150Vega