0.18Open0.13Pre Close923 Volume2.70K Open Interest15.50Strike Price11.40KTurnover130.68%IV3.51%PremiumNov 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.2523Delta0.4967Gamma158.74Leverage Ratio-0.2671Theta0.0000Rho40.05Eff Leverage0.0016Vega