5.50Open6.31Pre Close21 Volume1.86K Open Interest35.00Strike Price11.57KTurnover83.92%IV4.09%PremiumDec 20, 2024Expiry Date4.10Intrinsic Value100Multiplier24DDays to Expiry1.60Extrinsic Value100Contract SizeAmericanOptions Type0.7375Delta0.0387Gamma6.86Leverage Ratio-0.0604Theta0.0152Rho5.06Eff Leverage0.0327Vega