27.93Open27.21Pre Close4 Volume380 Open Interest32.50Strike Price11.16KTurnover266.93%IV0.10%PremiumDec 20, 2024Expiry Date27.81Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.9955Delta0.0009Gamma2.18Leverage Ratio-0.0231Theta0.0028Rho2.17Eff Leverage0.0007Vega