4.62Open4.90Pre Close24 Volume4.39K Open Interest30.00Strike Price11.27KTurnover127.77%IV3.94%PremiumNov 15, 2024Expiry Date3.87Intrinsic Value100Multiplier22DDays to Expiry1.03Extrinsic Value100Contract SizeAmericanOptions Type-0.6100Delta0.0472Gamma4.58Leverage Ratio-0.0701Theta-0.0113Rho-2.80Eff Leverage0.0245Vega