5.50Open6.31Pre Close21 Volume1.86K Open Interest35.00Strike Price11.57KTurnover84.27%IV4.12%PremiumDec 20, 2024Expiry Date4.09Intrinsic Value100Multiplier24DDays to Expiry1.61Extrinsic Value100Contract SizeAmericanOptions Type0.7360Delta0.0387Gamma6.80Leverage Ratio-0.0607Theta0.0152Rho5.00Eff Leverage0.0328Vega