6.75Open8.47Pre Close15 Volume6 Open Interest410.00Strike Price11.48KTurnover31.64%IV1.46%PremiumNov 15, 2024Expiry Date2.03Intrinsic Value100Multiplier8DDays to Expiry5.97Extrinsic Value100Contract SizeAmericanOptions Type-0.5438Delta0.0208Gamma46.63Leverage Ratio-0.4606Theta-0.0451Rho-25.35Eff Leverage0.2399Vega