0.24Open0.32Pre Close402 Volume1.32K Open Interest100.00Strike Price11.34KTurnover32.92%IV2.88%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.1747Delta0.0976Gamma397.67Leverage Ratio-0.1378Theta0.0011Rho69.47Eff Leverage0.0206Vega