16.50Open22.60Pre Close9 Volume2 Open Interest420.00Strike Price11.35KTurnover26.38%IV1.36%PremiumOct 18, 2024Expiry Date4.95Intrinsic Value100Multiplier14DDays to Expiry5.65Extrinsic Value100Contract SizeAmericanOptions Type-0.5676Delta0.0182Gamma37.56Leverage Ratio-0.2718Theta-0.0827Rho-21.32Eff Leverage0.3253Vega