5.80Open5.30Pre Close20 Volume18 Open Interest40.00Strike Price11.60KTurnover58.99%IV0.79%PremiumNov 15, 2024Expiry Date5.44Intrinsic Value100Multiplier23DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.8305Delta0.0377Gamma7.33Leverage Ratio-0.0410Theta0.0197Rho6.09Eff Leverage0.0287Vega