1.81Open1.54Pre Close71 Volume539 Open Interest19.00Strike Price11.24KTurnover103.55%IV2.09%PremiumOct 11, 2024Expiry Date1.12Intrinsic Value100Multiplier4DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.6955Delta0.1588Gamma13.15Leverage Ratio-0.0997Theta0.0014Rho9.15Eff Leverage0.0074Vega