5.05Open4.60Pre Close27 Volume352 Open Interest118.00Strike Price11.15KTurnover1247.54%IV-0.05%PremiumNov 22, 2024Expiry Date3.79Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9073Delta0.0557Gamma30.64Leverage Ratio-172.9192Theta0.0000Rho27.80Eff Leverage0.0004Vega