1.63Open1.64Pre Close118 Volume98 Open Interest7.00Strike Price11.28KTurnover695.91%IV1.63%PremiumDec 27, 2024Expiry Date0.86Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.6038Delta0.2009Gamma4.67Leverage Ratio-0.5131Theta-0.0001Rho-2.82Eff Leverage0.0011Vega