4.35Open6.50Pre Close180 Volume284 Open Interest126.00Strike Price11.76KTurnover712.07%IV0.53%PremiumNov 15, 2024Expiry Date0.09Intrinsic Value100Multiplier0DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type0.5981Delta0.4741Gamma382.09Leverage Ratio-537.3548Theta0.0000Rho228.54Eff Leverage0.0004Vega