0.22Open0.15Pre Close547 Volume1.20K Open Interest11.00Strike Price11.36KTurnover90.11%IV4.32%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.3686Delta0.4086Gamma44.94Leverage Ratio-0.0624Theta-0.0003Rho-16.56Eff Leverage0.0039Vega