5.35Open3.25Pre Close24 Volume91 Open Interest327.50Strike Price11.65KTurnover24.90%IV0.64%PremiumOct 18, 2024Expiry Date2.88Intrinsic Value100Multiplier4DDays to Expiry2.07Extrinsic Value100Contract SizeAmericanOptions Type-0.6236Delta0.0456Gamma66.25Leverage Ratio-0.4088Theta-0.0195Rho-41.31Eff Leverage0.1275Vega