23.00Open23.00Pre Close5 Volume95 Open Interest90.00Strike Price11.50KTurnover93.85%IV1.18%PremiumNov 15, 2024Expiry Date22.20Intrinsic Value100Multiplier22DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type-0.8661Delta0.0143Gamma2.95Leverage Ratio-0.0682Theta-0.0357Rho-2.55Eff Leverage0.0361Vega