0.03Open0.12Pre Close1.94K Volume6.98K Open Interest94.00Strike Price11.34KTurnover195.73%IV0.79%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0827Delta0.2879Gamma4736.50Leverage Ratio-13.2176Theta0.0000Rho-391.60Eff Leverage0.0004Vega