2.37Open1.82Pre Close41 Volume201 Open Interest112.00Strike Price11.61KTurnover26.69%IV0.31%PremiumOct 11, 2024Expiry Date2.63Intrinsic Value100Multiplier3DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.8380Delta0.0884Gamma39.39Leverage Ratio-0.1243Theta0.0077Rho33.01Eff Leverage0.0255Vega