3.26Open3.50Pre Close32 Volume54 Open Interest96.00Strike Price11.16KTurnover31.12%IV0.14%PremiumDec 6, 2024Expiry Date3.36Intrinsic Value100Multiplier3DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.8820Delta0.0746Gamma27.05Leverage Ratio-0.0693Theta-0.0058Rho-23.86Eff Leverage0.0174Vega