11.40Open6.77Pre Close10 Volume23 Open Interest135.00Strike Price11.40KTurnover43.18%IV1.48%PremiumOct 25, 2024Expiry Date9.26Intrinsic Value100Multiplier3DDays to Expiry2.14Extrinsic Value100Contract SizeAmericanOptions Type0.9476Delta0.0178Gamma15.27Leverage Ratio-0.0973Theta0.0119Rho14.46Eff Leverage0.0149Vega