6.35Open3.70Pre Close18 Volume61 Open Interest50.50Strike Price11.15KTurnover68.26%IV2.20%PremiumNov 8, 2024Expiry Date5.02Intrinsic Value100Multiplier2DDays to Expiry1.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9808Delta0.0236Gamma8.83Leverage Ratio-0.0101Theta-0.0015Rho-8.66Eff Leverage0.0016Vega