0.49Open0.53Pre Close252 Volume1.76K Open Interest43.50Strike Price11.25KTurnover40.79%IV1.95%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.3628Delta0.2372Gamma110.03Leverage Ratio-0.1127Theta-0.0012Rho-39.92Eff Leverage0.0146Vega