5.40Open7.41Pre Close22 Volume281 Open Interest605.00Strike Price11.17KTurnover27.95%IV0.27%PremiumDec 6, 2024Expiry Date5.87Intrinsic Value100Multiplier1DDays to Expiry1.63Extrinsic Value100Contract SizeAmericanOptions Type-0.7631Delta0.0353Gamma88.76Leverage Ratio-1.1500Theta-0.0113Rho-67.73Eff Leverage0.0970Vega