3.55Open3.60Pre Close32 Volume338 Open Interest23.50Strike Price11.16KTurnover412.48%IV1.50%PremiumNov 15, 2024Expiry Date3.51Intrinsic Value100Multiplier0DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.8589Delta0.0817Gamma5.59Leverage Ratio-0.7607Theta-0.0002Rho-4.80Eff Leverage0.0015Vega