0.39Open0.49Pre Close442 Volume469 Open Interest23.50Strike Price11.15KTurnover47.36%IV2.99%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.3415Delta0.3543Gamma100.17Leverage Ratio-0.0627Theta0.0007Rho34.21Eff Leverage0.0080Vega