4.65Open5.30Pre Close28 Volume71 Open Interest94.00Strike Price11.29KTurnover48.50%IV0.69%PremiumNov 8, 2024Expiry Date3.03Intrinsic Value100Multiplier3DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type0.7641Delta0.0688Gamma26.22Leverage Ratio-0.2259Theta0.0064Rho20.04Eff Leverage0.0284Vega